Editors:
Provides information on current trends in the area of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods
Presents invited survey papers that summarize the state-of-the-art of the corresponding field
Benefits practitioners by including concrete applications in statistics, finance, computer graphics, and other computational areas
Includes supplementary material: sn.pub/extras
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 163)
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Table of contents (33 papers)
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Front Matter
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Invited Papers
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Front Matter
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Contributed Papers
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Front Matter
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About this book
Keywords
- Quasi-Monte Carlo
- Monte Carlo
- Markov chain Monte Carlo
- Multilevel Monte Carlo
- Low-discrepancy
Editors and Affiliations
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Department of Computer Science, KU Leuven, Heverlee, Belgium
Ronald Cools, Dirk Nuyens
Bibliographic Information
Book Title: Monte Carlo and Quasi-Monte Carlo Methods
Book Subtitle: MCQMC, Leuven, Belgium, April 2014
Editors: Ronald Cools, Dirk Nuyens
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-319-33507-0
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing Switzerland 2016
Hardcover ISBN: 978-3-319-33505-6Published: 15 June 2016
Softcover ISBN: 978-3-319-81531-2Published: 30 May 2018
eBook ISBN: 978-3-319-33507-0Published: 13 June 2016
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XVIII, 622
Number of Illustrations: 59 b/w illustrations, 57 illustrations in colour
Topics: Computational Mathematics and Numerical Analysis, Applications of Mathematics