Spectral Models of Random Fields in Monte Carlo Methods

S. M. Prigarin

ISBN 10: 311041211X / ISBN 13: 9783110412116

Published by De Gruyter, De Gruyter Mär 2001, 2001

About this Item

This item is printed on demand - Print on Demand Titel. Neuware -Frontmatter -- Preface -- Contents -- Chapter 1. Approximate Modelling of Homogeneous Gaussian Fields on the Basis of Spectral Decomposition -- Chapter 2. Spectral Models for Vector-Valued Fields -- Chapter 3. Convergence of Spectral Models of Random Fields in Monte Carlo Methods -- Chapter 4. On Optimization and Convergence of Functional Monte Carlo Estimators -- Appendix A. Gaussian Distributions: Properties and Simulation -- Appendix . Solution of Boundary Value Problems for Linear Systems of Stochastic Differential Equations -- Appendix C. On Interpolation of Positive Definite Functions and Stationary Random Sequences -- Appendix D. Coding of Multiplicative Pseudorandom Number Generators -- Bibliography -- Notation -- IndexDe Gruyter Mouton, Genthiner Straße 13, 10785 Berlin 212 pp. Englisch.

Seller Inventory # 9783110412116

Bibliographic Details

• Title: Spectral Models of Random Fields in Monte Carlo Methods
• Publisher: De Gruyter, De Gruyter Mär 2001
• Publication Date: 2001
• Language: English
• ISBN 10: 311041211X
• ISBN 13: 9783110412116
• Binding: Buch
• Condition: Neu
• Dimensions: 246W x 175H x 18D millimeters 246 millimeters width by 175 millimeters height by 18 millimeters depth
• Weight: 547 grams

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