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Uniform distribution and quasi-Monte Carlo methods: discrepancy, integration and applications
The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practi...
| Autores principales: | , , , |
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| Lenguaje: | eng |
| Publicado: |
De Gruyter
2014
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1953249 |
| Sumario: | The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. |
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