Monte Carlo and Quasi-Monte Carlo Methods 1996: Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996

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...