Holdings: Monte Carlo and quasi Monte Carlo methods 1996

Monte Carlo and quasi Monte Carlo methods 1996: proceedings of a conference at the University of Salzburg, Austria, July 9 - 12, 1996

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Bibliographic Details
Format:	Book
Language:	English
Published:	New York [u.a.] Springer 1998
Series:	Lecture notes in statistics 127
Subjects:	Metodos de monte carlo Monte Carlo-methode Monte-Carlo, Méthode de - Congrès Sciences - Informatique - Congrès Simulacao Datenverarbeitung Naturwissenschaft Monte Carlo method > Congresses Science > Data processing > Congresses Monte-Carlo-Simulation Konferenzschrift > 1996 > Salzburg
Online Access:	Inhaltsverzeichnis
Physical Description:	XII, 448 S. Ill., graph. Darst.
ISBN:	038798335X

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MARC


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adam_text	Contents Preface v Conference Participants ix Invited Papers A Comparison of Some Monte Carlo and Quasi Monte Carlo Techniques for Option Pricing 1 PETER ACWORTH, MARK BROADIE, AND PAUL GLASSERMAN Monte Carlo Methods: A Powerful Tool of Statistical Physics 19 KURT BINDER Binary Search Trees Based on Weyl and Lehmer Sequences 40 LUC DEVROYE A Survey of Quadratic and Inversive Congruential Pseudorandom Numbers 66 JURGEN EICHENAUER HERRMANN, EVA HERRMANN, AND STEFAN WEGENKITTL A Look at Multilevel Splitting 98 PAUL GLASSERMAN. PHILIP HEIDELBERGER, PERWEZ SHAHABUDDIN, AND TIM ZAJIC On the Distribution of Digital Sequences 109 GERHARD LARCHER Random Number Generators and Empirical Tests 124 PIERRE LECUYER The Algebraic Geometry Approach to Low Discrepancy Sequences 139 HARALD NIEDERREITER AND CHAOPING XING Contributed Papers A Monte Carlo Estimator Based on a State Space Decomposition Methodology for Flow Network Reliability 161 STEPHANE BULTEAU AND MOHAMED EL KHADIRI Monte Carlo and Quasi Monte Carlo Algorithms for a Linear Integra Differential Equation 176 IBRAHIM COULIBALY AND CHRISTIAN LECOT A Numerical Approach for Determination of Sources in Reactive Transport Equations 189 I. DIMOV, U. JAEKEL, H. VEREECKEN, AND D. WENDT Monte Carlo Algorithms for Calculating Eigenvalues 205 I.T. DIMOV, A.N. KARAIVANOVA, AND P.I. YORDANOVA Construction of Digital Nets from BCH Codes 221 YVES EDEL AND JURGEN BIERBRAUER Discrepancy Lower Bounds for Special Quasi Random Sequences 232 HENRIFAURE viii Computing Discrepancies Related to Spaces of Smooth Periodic Functions 238 KARIN FRANK AND STEFAN HEINRICH On Correlation Analysis of Pseudorandom Numbers 251 PETER HELLEKALEK Quasi Monte Carlo, Discrepancies and Error Estimates 266 JIRI HOOGLAND, FRED JAMES, AND RONALD KLEISS The Quasi Random Walk 277 ALEXANDER KELLER Comparison of Independent and Stratified Sampling Schemes in Problems of Global Optimization 292 MARINA KONDRATOVICH AND ANATOLY ZHIGLJAVSKY The Rate of Convergence to a Stable Law for the Random Sum of IID Random Variables 300 MARCIN KOTULSKI Some Bounds on the Figure of Merit of a Lattice Rule 308 T.N. LANGTRY Quasi Monte Carlo Integration of Digitally Smooth Functions by Digital Nets 321 GERHARD LARCHER, GOTTLIEB PIRSIC, AND REINHARD WOLF Weak Limits for the Diaphony 330 HANNES LEEB Quasi Monte Carlo Simulation of Random Walks in Finance 340 WILLIAM J. MOROKOFF AND RUSSEL E. CAFLISCH Error Estimation for Quasi Monte Carlo Methods 353 GIRAY OKTEN Shift Nets: A New Class of Binary Digital (t,m, s) Nets 369 WOLFGANG CH. SCHMID General Sequential Sampling Techniques for Monte Carlo Simulations: Part I Matrix Problems 382 JEROME SPANIER AND LIMING LI Quasi Monte Carlo Methods for Integral Equations 398 JEROME SPANIER AND LIMING LI Quadratic Congruential Generators with Odd Composite Modulus 415 SIBYLLE STRANDT A New Permutation Choice in Halton Sequences 427 BRUNO TUFFIN Optimal U Type Designs 436 PETER WINKER AND KAI TAI FANG
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spelling	Monte Carlo and quasi Monte Carlo methods 1996 proceedings of a conference at the University of Salzburg, Austria, July 9 - 12, 1996 Harald Niederreiter ... (eds.) Monte Carlo and quasi-Monte Carlo methods 1996 New York [u.a.] Springer 1998 XII, 448 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in statistics 127 Metodos de monte carlo larpcal Monte Carlo-methode gtt Monte-Carlo, Méthode de - Congrès Sciences - Informatique - Congrès Simulacao larpcal Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1996 Salzburg gnd-content Monte-Carlo-Simulation (DE-588)4240945-7 s DE-604 Niederreiter, Harald 1944- Sonstige (DE-588)117716979 oth Lecture notes in statistics 127 (DE-604)BV002447846 127 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007886786&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Monte Carlo and quasi Monte Carlo methods 1996 proceedings of a conference at the University of Salzburg, Austria, July 9 - 12, 1996 Lecture notes in statistics Metodos de monte carlo larpcal Monte Carlo-methode gtt Monte-Carlo, Méthode de - Congrès Sciences - Informatique - Congrès Simulacao larpcal Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation (DE-588)4240945-7 gnd
subject_GND	(DE-588)4240945-7 (DE-588)1071861417
title	Monte Carlo and quasi Monte Carlo methods 1996 proceedings of a conference at the University of Salzburg, Austria, July 9 - 12, 1996
title_alt	Monte Carlo and quasi-Monte Carlo methods 1996
title_auth	Monte Carlo and quasi Monte Carlo methods 1996 proceedings of a conference at the University of Salzburg, Austria, July 9 - 12, 1996
title_exact_search	Monte Carlo and quasi Monte Carlo methods 1996 proceedings of a conference at the University of Salzburg, Austria, July 9 - 12, 1996
title_full	Monte Carlo and quasi Monte Carlo methods 1996 proceedings of a conference at the University of Salzburg, Austria, July 9 - 12, 1996 Harald Niederreiter ... (eds.)
title_fullStr	Monte Carlo and quasi Monte Carlo methods 1996 proceedings of a conference at the University of Salzburg, Austria, July 9 - 12, 1996 Harald Niederreiter ... (eds.)
title_full_unstemmed	Monte Carlo and quasi Monte Carlo methods 1996 proceedings of a conference at the University of Salzburg, Austria, July 9 - 12, 1996 Harald Niederreiter ... (eds.)
title_short	Monte Carlo and quasi Monte Carlo methods 1996
title_sort	monte carlo and quasi monte carlo methods 1996 proceedings of a conference at the university of salzburg austria july 9 12 1996
title_sub	proceedings of a conference at the University of Salzburg, Austria, July 9 - 12, 1996
topic	Metodos de monte carlo larpcal Monte Carlo-methode gtt Monte-Carlo, Méthode de - Congrès Sciences - Informatique - Congrès Simulacao larpcal Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation (DE-588)4240945-7 gnd
topic_facet	Metodos de monte carlo Monte Carlo-methode Monte-Carlo, Méthode de - Congrès Sciences - Informatique - Congrès Simulacao Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation Konferenzschrift 1996 Salzburg
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007886786&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV002447846
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