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Digital nets and sequences: discrepancy theory and quasi-Monte Carlo integration

An introduction to contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory. Includes many exercises, examples and illustrations.

Detalles Bibliográficos
Autores principales: Dick, Josef, Pillichshammer, Friedrich
Lenguaje:eng
Publicado: Cambridge University Press 2010
Materias:
Acceso en línea:http://cds.cern.ch/record/1611503