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Niederreiter, Harald

Monte Carlo and Quasi-Monte Carlo Methods 2004

Niederreiter, Harald - Monte Carlo and Quasi-Monte Carlo Methods 2004, ebook

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ISBN: 9783540311867
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Table of contents

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)
 
Publisher
Springer
Publication year
2006
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783540311867

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