Monte Carlo and Quasi-Monte Carlo Sampling

Presents essential tools for using quasi-Monte Carlo sampling in practice. This book focuses on issues related to Monte Carlo methods - uniform and non-uniform random number generation, variance reduction techniques. It covers several aspects of quasi-Monte Carlo methods.

Detalles Bibliográficos
Autor principal: Lemieux, Christiane
Lenguaje:eng
Publicado: Springer 2009
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-0-387-78165-5
http://cds.cern.ch/record/1338331
Descripción
Sumario:Presents essential tools for using quasi-Monte Carlo sampling in practice. This book focuses on issues related to Monte Carlo methods - uniform and non-uniform random number generation, variance reduction techniques. It covers several aspects of quasi-Monte Carlo methods.

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