Niederreiter, Harald
Monte Carlo and Quasi-Monte Carlo Methods 2004
1. Invariance Principles with Logarithmic Averaging for Ergodic Simulations
Olivier Bardou
2. Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains
Christophette Blanchet-Scalliet, Awa Diop, Rajna Gibson, Denis Talay, Etienne Tanré
3. Weak Approximation of Stopped Dffusions
F.M. Buchmann, W.P. Petersen
4. Approximation of Stochastic Programming Problems
Christine Choirat, Christian Hess, Raffaello Seri
5. The Asymptotic Distribution of Quadratic Discrepancies
Christine Choirat, Raffaello Seri
6. Weighted Star Discrepancy of Digital Nets in Prime Bases
Josef Dick, Harald Niederreiter, Friedrich Pillichshammer
7. Explaining Effective Low-Dimensionality
Andrew Dickinson
8. Selection Criteria for (Random) Generation of Digital (0,s)-Sequences
Henri Faure
9. Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method
Jean-Pierre Fouque, Josselin Garnier, André Nachbin, Knut Sølna
10. A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes
Flavius Guias
11. Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands
Jürgen Hartinger, Reinhold Kainhofer
12. Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy
Stephen Joe
13. Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations
B. Jourdain
14. Myths of Computer Graphics
Alexander Keller
15. Illumination in the Presence of Weak Singularities
Thomas Kollig, Alexander Keller
16. Irradiance Filtering for Monte Carlo Ray Tracing
Janne Kontkanen, Jussi Räsänen, Alexander Keller
17. On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions
Peter Kritzer
18. Lattice Rules for Multivariate Approximation in the Worst Case Setting
Frances Y. Kuo, Ian H. Sloan, Henryk Wozniakowski
19. Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space
Pierre L’Ecuyer, Christian Lécot, Bruno Tuffin
20. Experimental Designs Using Digital Nets with Small Numbers of Points
Kwong-Ip Liu, Fred J. Hickernell
21. Concentration Inequalities for Euler Schemes
Florent Malrieu, Denis Talay
22. Fast Component-by-Component Construction, a Reprise for Different Kernels
Dirk Nuyens, Ronald Cools
23. A Reversible Jump MCMC Sampler for Object Detection in Image Processing
Mathias Ortner, Xavier Descombes, Josiane Zerubia
24. Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations
Art B. Owen
25. Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in mathbb{F}_{2^w }
François Panneton, Pierre L’Ecuyer
26. Monte Carlo Studies of Effective Diffusivities for Inertial Particles
G.A. Pavliotis, A.M. Stuart, L. Band
27. An Adaptive Importance Sampling Technique
Teemu Pennanen, Matti Koivu
28. MinT: A Database for Optimal Net Parameters
Rudolf Schürer, Wolfgang Ch. Schmid
29. On Ergodic Measures for McKean-Vlasov Stochastic Equations
A. Yu. Veretennikov
30. On the Distribution of Some New Explicit Inversive Pseudorandom Numbers and Vectors
Arne Winterhof
31. Error Analysis of Splines for Periodic Problems Using Lattice Designs
Xiaoyan Zeng, King-Tai Leung, Fred J. Hickernell
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Keywords: MATHEMATICS / General MAT000000
- Author(s)
- Niederreiter, Harald
- Talay, Denis
- Publisher
- Springer
- Publication year
- 2006
- Language
- en
- Edition
- 1
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783540311867