Monte Carlo and Quasi-Monte Carlo Methods 2002: Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25-28, 2002 / Edition 1

Paperback (Print)
Buy New
Buy New from BN.com
$205.89
Used and New from Other Sellers
Used and New from Other Sellers
from $152.28
Usually ships in 1-2 business days
(Save 38%)
Other sellers (Paperback)
  • All (6) from $152.28   
  • New (4) from $152.28   
  • Used (2) from $286.64   

Overview

This book represents the refereed proceedings of the Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the National University of Singapore in the year 2002. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, computational complexity, finance, and other applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings also include carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.

Read More Show Less

Product Details

  • ISBN-13: 9783540204664
  • Publisher: Springer Berlin Heidelberg
  • Publication date: 3/5/2004
  • Edition description: Softcover reprint of the original 1st ed. 2004
  • Edition number: 1
  • Pages: 460
  • Product dimensions: 9.21 (w) x 6.14 (h) x 0.97 (d)

Table of Contents

Preface
Conference Participants
Finance: A Fertile Field for Applications of MC and QMC 1
How Many Random Bits Do We Need for Monte Carlo Integration? 27
On Tractability of Weighted Integration for Certain Banach Spaces of Functions 51
Polynomial Integration Lattices 73
Approximate Bayesian Computation and MCMC 99
New Challenges for the Simulation of Stochastic Processes 115
Stochastic Models and Monte Carlo Algorithms for Boltzmann Type Equations 129
Digital Nets, Duality, and Algebraic Curves 155
Generalized Mersenne Prime Number and Its Application to Random Number Generation 167
Constructing Good Lattice Rules with Millions of Points 181
Lattice Structure of Nonlinear Pseudorandom Number Generators in Parts of the Period 199
Simulation for American Options: Regression Now or Regression Later? 213
Perturbation Monte Carlo Methods for the Solution of Inverse Problems 227
Quantum Boolean Summation with Repetitions in the Worst-Average Setting 243
The Strong Tractability of Multivariate Integration Using Lattice Rule 259
Minimizing Effective Dimension Using Linear Transformation 275
Component by Component Construction of Rank-1 Lattice Rules Having O(n[superscript -1](In(n))[superscript d]) Star Discrepancy 293
Stratification by Rank-1 Lattices 299
Walsh Series Analysis of the Star Discrepancy of Digital Nets and Sequences 315
Quasi-Monte Carlo Methods for Estimating Transient Measures of Discrete Time Markov Chains 329
Quasi-Monte Carlo Methods for Elliptic BVPs 345
Stable Connectivity of Networks and Its Monte Carlo Estimation 357
Random Number Generators Based on Linear Recurrences in F[subscript 2[superscript w]] 367
Using Quasi-Monte Carlo Scenarios in Risk Management 379
Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS 393
When Does Monte Carlo Depend Polynomially on the Number of Variables? 407
A New Adaptive Method for Geometric Convergence 439
Polynomial Arithmetic Analogue of Hickernell Sequences 451
Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star

(0)

4 Star

(0)

3 Star

(0)

2 Star

(0)

1 Star

(0)

Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation

Reminder:

  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

 
Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)