Digital Nets and Sequences

Digital Nets and Sequences
Author: Josef Dick
Publisher: Cambridge University Press
Total Pages: 619
Release: 2010-09-09
Genre: Computers
ISBN: 1139490052

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Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods, digital nets and sequences, and discrepancy theory starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi–Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates. Besides the classical theory, the book contains chapters on reproducing kernel Hilbert spaces and weighted integration, duality theory for digital nets, polynomial lattice rules, the newest constructions by Niederreiter and Xing and many more. The authors present an accessible introduction to the subject based mainly on material taught in undergraduate courses with numerous examples, exercises and illustrations.


Digital Nets and Sequences
Language: en
Pages: 619
Authors: Josef Dick
Categories: Computers
Type: BOOK - Published: 2010-09-09 - Publisher: Cambridge University Press

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Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods, digital nets and sequences, an
Digital Nets and Sequences
Language: en
Pages:
Authors: Josef Dick
Categories:
Type: BOOK - Published: 2014 - Publisher:

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Digital Nets and Sequences
Language: en
Pages: 620
Authors: Josef Dick
Categories: Digital filters (Mathematics)
Type: BOOK - Published: 2014-05-14 - Publisher:

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An introduction to contemporary quasi Monte Carlo methods, digital nets and sequences, and discrepancy theory. Includes many exercises, examples and illustratio
Digital Nets and Sequences for Quasi-Monte Carlo Methods
Language: en
Pages: 180
Authors: Hee Sun Hong
Categories: Monte Carlo method
Type: BOOK - Published: 2002 - Publisher:

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Monte Carlo and Quasi-Monte Carlo Methods 2008
Language: en
Pages: 669
Authors: Pierre L' Ecuyer
Categories: Mathematics
Type: BOOK - Published: 2010-01-14 - Publisher: Springer Science & Business Media

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This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Comput