Monte Carlo and Quasi-Monte Carlo Methods 1996 Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996

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...

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Bibliographic Details
Other Authors: Niederreiter, Harald (Editor), Hellekalek, Peter (Editor), Larcher, Gerhard (Editor), Zinterhof, Peter (Editor)
Format: eBook
Language:English
Published: New York, NY Springer New York 1998, 1998
Edition:1st ed. 1998
Series:Lecture Notes in Statistics
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Description
Summary: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--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods
Physical Description:XII, 450 p. 26 illus online resource
ISBN:9781461216902