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  • Conference proceedings
  • © 1998

Monte Carlo and Quasi-Monte Carlo Methods 1996

Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996

Editors:

  1. Harald Niederreiter

    1. Institute of Information Processing, Austrian Academy of Sciences, Vienna, Austria

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  2. Peter Hellekalek

    1. Department of Mathematics, University of Salzburg, Salzburg, Austria

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  3. Gerhard Larcher

    1. Department of Mathematics, University of Salzburg, Salzburg, Austria

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  4. Peter Zinterhof

    1. Department of Mathematics, University of Salzburg, Salzburg, Austria

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Part of the book series: Lecture Notes in Statistics (LNS, volume 127)

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Table of contents (31 papers)

  3. Quasi-Monte Carlo integration of digitally smooth functions by digital nets

    • Gerhard Larcher, Gottlieb Pirsic, Reinhard Wolf Salzburg
    Pages 321-329

  4. Weak limits for the diaphony

    • Hannes Leeb
    Pages 330-339

  5. Quasi-Monte Carlo Simulation of Random Walks in Finance

    • William J. Morokoff, Russel E. Caflisch
    Pages 340-352

  6. Error Estimation for Quasi-Monte Carlo Methods

    • Giray Ökten
    Pages 353-368

  9. Quasi-Monte Carlo Methods for Integral Equations

    • Jerome Spanier, Liming Li
    Pages 398-414

  12. Optimal U—Type Designs

    • Peter Winker, Kai-Tai Fang
    Pages 436-448

  13. Back Matter

    Pages 449-450
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About this book

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.
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Keywords

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Editors and Affiliations

  • Institute of Information Processing, Austrian Academy of Sciences, Vienna, Austria

    Harald Niederreiter

  • Department of Mathematics, University of Salzburg, Salzburg, Austria

    Peter Hellekalek, Gerhard Larcher, Peter Zinterhof

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Bibliographic Information

  • Book Title: Monte Carlo and Quasi-Monte Carlo Methods 1996

  • Book Subtitle: Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996

  • Editors: Harald Niederreiter, Peter Hellekalek, Gerhard Larcher, Peter Zinterhof

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-1690-2

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Science+Business Media, LLC, part of Springer Nature 1998

  • Softcover ISBN: 978-0-387-98335-6Published: 14 November 1997

  • eBook ISBN: 978-1-4612-1690-2Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: XII, 450

  • Number of Illustrations: 26 b/w illustrations

  • Topics: Applications of Mathematics

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Buy it now

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

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