Monte Carlo and Quasi-Monte Carlo Methods 2004

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Niederreiter, Harald (Επιμελητής έκδοσης), Talay, Denis (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Θέματα: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Partial differential equations.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Probabilities.; Probability Theory and Stochastic Processes.; Analysis.; Applications of Mathematics.; Partial Differential Equations.; Quantitative Finance.; Appl.Mathematics/Computational Methods of Engineering.

Πίνακας περιεχομένων:

• Invariance Principles with Logarithmic Averaging for Ergodic Simulations
• Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains
• Weak Approximation of Stopped Dffusions
• Approximation of Stochastic Programming Problems
• The Asymptotic Distribution of Quadratic Discrepancies
• Weighted Star Discrepancy of Digital Nets in Prime Bases
• Explaining Effective Low-Dimensionality
• Selection Criteria for (Random) Generation of Digital (0,s)-Sequences
• Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method
• A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes
• Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands
• Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy
• Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations
• Myths of Computer Graphics
• Illumination in the Presence of Weak Singularities
• Irradiance Filtering for Monte Carlo Ray Tracing
• On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions
• Lattice Rules for Multivariate Approximation in the Worst Case Setting
• Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space
• Experimental Designs Using Digital Nets with Small Numbers of Points
• Concentration Inequalities for Euler Schemes
• Fast Component-by-Component Construction, a Reprise for Different Kernels
• A Reversible Jump MCMC Sampler for Object Detection in Image Processing
• Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations
• Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in $$\mathbb{F}_{2^w } $$
• Monte Carlo Studies of Effective Diffusivities for Inertial Particles
• An Adaptive Importance Sampling Technique
• MinT: A Database for Optimal Net Parameters
• On Ergodic Measures for McKean-Vlasov Stochastic Equations
• On the Distribution of Some New Explicit Inversive Pseudorandom Numbers and Vectors
• Error Analysis of Splines for Periodic Problems Using Lattice Designs.