Monte Carlo and Quasi-Monte Carlo Methods 2012

Josef Dick, Frances Y. Kuo, Gareth W. Peters, Ian H. Sloan (Herausgeber)

Buch | Softcover

XII, 686 Seiten

2016 | Softcover reprint of the original 1st ed. 2013
Springer Berlin (Verlag)
978-3-662-51438-2 (ISBN)

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This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.

Part I: Invited Articles.- Part II: Tutorial.- Part III: Contributed Articles.- Conference Participants.- Index.

Erscheinungsdatum	02.09.2016
Reihe/Serie	Springer Proceedings in Mathematics & Statistics
Zusatzinfo	XII, 686 p. 64 illus., 6 illus. in color.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Informatik ► Software Entwicklung
	Mathematik / Informatik ► Mathematik ► Analysis
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	Computational Mathematics and Numerical Analysis • Computer Graphics • graphics programming • Markov Chain Monte Carlo • mathematics and statistics • Monte Carlo • Numerical analysis • probability and statistics • quasi-Monte Carlo • Statistical Theory and Methods
ISBN-10	3-662-51438-9 / 3662514389
ISBN-13	978-3-662-51438-2 / 9783662514382
Zustand	Neuware