Monte Carlo and Quasi-Monte Carlo Methods 2008

  • Pierre L' Ecuyer
  • Art B. Owen

Table of contents

  1. Front Matter
    Pages I-XII
  2. Tutorials

    1. Front Matter
      Pages 1-1
    2. Jeremy Staum
      Pages 19-42
  3. Invited Articles

    1. Front Matter
      Pages 43-43
    2. Christophe Andrieu, Arnaud Doucet, Roman Holenstein
      Pages 45-60
    3. Paul Glasserman, Kyoung-Kuk Kim
      Pages 97-112
    4. Christiane Lemieux, Henri Faure
      Pages 113-130
    5. Thomas Müller-Gronbach, Klaus Ritter
      Pages 131-156
    6. Rudolf Schürer, Wolfgang Ch. Schmid
      Pages 171-189
  4. Contributed Articles

    1. Front Matter
      Pages 191-191
    2. Olivier Bardou, Noufel Frikha, Gilles Pagès
      Pages 193-208
    3. Katherine Bhan, Rong Kong, Jerome Spanier
      Pages 209-225
    4. Jose H. Blanchet, Kevin Leder, Peter W. Glynn
      Pages 227-248
    5. Ronald Cools, Dirk Nuyens
      Pages 259-270
    6. Sabrina Dammertz, Holger Dammertz, Alexander Keller
      Pages 271-287

About these proceedings

Keywords

Markov chain Monte Carlo Quasi-Monte Carlo algorithms calculus complexity numerical integration simulation statistics

Editors and affiliations

  • Pierre L' Ecuyer
    • 1
  • Art B. Owen
    • 2
  1. 1.Centre de Recherches MathématiquesUniversité de MontréalMontrealCanada
  2. 2.Dept. StatisticsStanford UniversityStanfordU.S.A.

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-04107-5
  • Copyright Information Springer-Verlag Berlin Heidelberg 2009
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-04106-8
  • Online ISBN 978-3-642-04107-5