Monte Carlo and Quasi-Monte Carlo Methods 2000

Language: English

Published by Springer, Springer Spektrum Jan 2002, 2002

354042718X / 9783540427186

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This item is printed on demand - Print on Demand Titel. Neuware -Large Deviations in Rare Events Simulation: Examples, Counterexamples and Alternatives.- Some Applications of Quasi-Monte Carlo Methods in Statistics.- Some New Perspectives on the Method of Control Variates.- Optimal Summation and Integration by Deterministic, Randomized, and Quantum Algorithms.- Quasirandom Walk Methods.- Recent Advances in the Theory of Nonlinear Pseudorandom Number Generators.- QMC Integration - Beating Intractability by Weighting the Coordinate Directions.- Quasi-Monte Carlo - Discrepancy between Theory and Practice.- Efficient Monte Carlo Simulation Methods in Statistical Physics.- An Historical Overview of Lattice Point Sets.- Multicanonical Monte Carlo Simulations.- Pricing American Derivatives using Simulation: A Biased Low Approach.- Fast Evaluation of the Asian Basket Option by Singular Value Decomposition.- Relationships Between Uniformity, Aberration and Correlation in Regular Fractions 3s-1.- Uniformity in Fractional Factorials.- Another Random Scrambling of Digital (t, s)-Sequences.- Fast Generation of Randomized Low-Discrepancy Point Sets.- Obtaining O(N-2+ ) Convergence for Lattice Quadrature Rules.- Efficient Bidirectional Path Tracing by Randomized Quasi-Monte Carlo Integration.- Residual Versus Error in Transport Problems.- Construction of Equidistributed Generators Based on Linear Recurrences Modulo 2.- Quasi-Regression and the Relative Importance of the ANOVA Components of a Function.- Variants of Transformed Density Rejection and Correlation Induction.- Using Discrepancy to Evaluate Fractional Factorial Designs.- A Parallel Quasi-Monte Carlo Method for Computing Extremal Eigenvalues.- A Nonempirical Test on the Weight of Pseudorandom Number Generators.- A Kronecker Product Construction for Digital Nets.- Parallel Quasi-MonteCarlo Methods on a Heterogeneous Cluster.- American Option Pricing: A Classification-Monte Carlo (CMC) Approach.- A Software Implementation of Niederreiter-Xing Sequences.- Average Case Complexity of Weighted Integration and Approximation over IRd with Isotropic Weight.- Using MCMC for Logistic Regression Model Selection Involving Large Number of Candidate Models.- Quasi-Monte Carlo Methods in Designs of Spatial Sampling Points.- Improving the Efficiency of the Two-stage Shrinkage Estimators Using Bootstrap Methods.- Tractability of Approximation and Integration for Weighted Tensor Product Problems over Unbounded Domains.- D-optimal Designs Based on Elementary Intervals for b-adic Haar Wavelet Regression Models.- On the Monte-Carlo Simulation of Several Regression Estimators in Nonlinear Time Series.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 572 pp. Englisch.…

Seller Inventory # 9783540427186

Title
Monte Carlo and Quasi-Monte Carlo Methods 2000
Author
Kai-Tai Fang
Publisher
Springer, Springer Spektrum Jan 2002
Publication year
2002
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
354042718X
ISBN 13
9783540427186
Item weight
855 grams
Dimensions
235x155x31 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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