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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
    7. Lih-Yuan Deng, Jyh-Jen Horng Shiau, Gwei-Hung Tsai
      Pages 289-296
    8. Gerhard Derflinger, Wolfgang Hörmann, Josef Leydold, Halis Sak
      Pages 297-304
    9. Josef Dick, Jan Baldeaux
      Pages 305-322
    10. Benjamin Doerr, Michael Gnewuch, Magnus Wahlström
      Pages 323-338
    11. Rami El Haddad, Christian Lécot, Gopalakrishnan Venkiteswaran
      Pages 339-354
    12. Michael B. Giles
      Pages 369-382
    13. Leonhard Grünschloß, Alexander Keller
      Pages 395-409
    14. K. H. Felix Kan, R. Mark Reesor, Tyson Whitehead, Matt Davison
      Pages 439-454
    15. Jerome Spanier, Rong Kong, Martin Ambrose
      Pages 467-483
    16. Pierre L’Ecuyer, Christian Lécot, Adam L’Archevêque-Gaudet
      Pages 485-500
    17. Sylvain Maire, Etienne Tanré
      Pages 513-528
    18. Friedrich Pillichshammer, Gottlieb Pirsic
      Pages 573-587
    19. David White, Andrew Stuart
      Pages 627-636
  5. Back Matter
    Pages 655-672

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