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Introduction to quasi-Monte Carlo integration and applications

This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory....

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Detalles Bibliográficos
Autores principales: Leobacher, Gunther, Pillichshammer, Friedrich
Lenguaje:eng
Publicado: Springer 2014
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-03425-6
http://cds.cern.ch/record/1952374