Monte Carlo and Quasi Monte Carlo Methods

This book PDF is perfect for those who love Computers genre, written by Bruno Tuffin and published by Springer Nature which was released on 01 May 2020 with total hardcover pages 533. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Monte Carlo and Quasi Monte Carlo Methods books below.

Monte Carlo and Quasi Monte Carlo Methods
Monte Carlo and Quasi Monte Carlo Methods
Author : Bruno Tuffin
File Size : 45,6 Mb
Publisher : Springer Nature
Language : English
Release Date : 01 May 2020
ISBN : 9783030434656
Pages : 533 pages
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Monte Carlo and Quasi Monte Carlo Methods by Bruno Tuffin Book PDF Summary

​This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. 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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

Monte Carlo and Quasi Monte Carlo Methods

Monte Carlo and Quasi Monte Carlo Methods by Bruno Tuffin,Pierre L'Ecuyer

​This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The

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Random Number Generation and Quasi Monte Carlo Methods

Random Number Generation and Quasi Monte Carlo Methods by Harald Niederreiter

Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form.

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Monte Carlo and Quasi Monte Carlo Sampling

Monte Carlo and Quasi Monte Carlo Sampling by Christiane Lemieux

Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute.

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Monte Carlo and Quasi Monte Carlo Methods 1996

Monte Carlo and Quasi Monte Carlo Methods 1996 by Harald Niederreiter,Peter Hellekalek,Gerhard Larcher,Peter Zinterhof

Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9

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Introduction to Quasi Monte Carlo Integration and Applications

Introduction to Quasi Monte Carlo Integration and Applications by Gunther Leobacher,Friedrich Pillichshammer

This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research

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Monte Carlo and Quasi Monte Carlo Methods

Monte Carlo and Quasi Monte Carlo Methods by Ronald Cools,Dirk Nuyens

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based

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Applied Number Theory

Applied Number Theory by Harald Niederreiter,Arne Winterhof

This textbook effectively builds a bridge from basic number theory to recent advances in applied number theory. It presents the first unified account of the four major areas of application where number theory plays a fundamental role, namely cryptography, coding theory, quasi-Monte Carlo methods, and pseudorandom number generation, allowing the

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Monte Carlo and Quasi Monte Carlo Methods in Scientific Computing

Monte Carlo and Quasi Monte Carlo Methods in Scientific Computing by Harald Niederreiter,Peter J. Shiue

Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from

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