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Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

Proceedings of a conference at the University of Nevada, Las Vegas, Nevada, USA, June 23–25, 1994

  • Harald Niederreiter
  • Peter Jau-Shyong Shiue

Part of the Lecture Notes in Statistics book series (LNS, volume 106)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Russel E. Caflisch, Bradley Moskowitz
    Pages 1-16
  3. Gary L. Mullen, Arijit Mahalanabis, Harald Niederreiter
    Pages 58-86
  4. Jian Chen, Paula Whitlock
    Pages 168-185
  5. Wun-Seng Chou, Harald Niederreiter
    Pages 186-197
  6. Henri Faure
    Pages 198-204
  7. Bennett L. Fox, George W. Heine
    Pages 205-212
  8. Gerhard Larcher, Wolfgang Ch. Schmid
    Pages 252-262
  9. Michael Mascagni, M. L. Robinson, Daniel V. Pryor, Steven A. Cuccaro
    Pages 263-277
  10. Bradley Moskowitz
    Pages 278-298
  11. O. Schapiro, D. H. E. Gross, A. Ecker
    Pages 346-353
  12. Back Matter
    Pages 373-374

About these proceedings

Introduction

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 a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests include the theory and application of these methods. This volume provides a timely survey of this field and the new directions in which the field is moving.

Keywords

Generator Monte Carlo simulation Parameter Poisson process Rang statistics

Editors and affiliations

  • Harald Niederreiter
    • 1
  • Peter Jau-Shyong Shiue
    • 2
  1. 1.Institüt für InformationsverabeitungOsterreichische Akademie der WissenschaftenWienAustria
  2. 2.Department of Mathematical SciencesUniversity of Nevada, Las VegasLas VegasUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-2552-2
  • Copyright Information Springer-Verlag New York 1995
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-94577-4
  • Online ISBN 978-1-4612-2552-2
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site