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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.
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| Lenguaje: | eng |
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Springer
2009
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| Acceso en línea: | https://dx.doi.org/10.1007/978-0-387-78165-5 http://cds.cern.ch/record/1338331 |