Introduction to quasi-Monte Carlo integration and applications:
Gespeichert in:
Hauptverfasser: | , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cham [u.a.]
Birkhäuser Springer
2014
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Schriftenreihe: | Compact textbooks in mathematics
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Schlagworte: | |
Online-Zugang: | BTU01 FRO01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
Beschreibung: | 1 Online-Ressource |
ISBN: | 9783319034249 Online 9783319034256 |
DOI: | 10.1007/978-3-319-03425-6 |
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Datensatz im Suchindex
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adam_text | INTRODUCTION TO QUASI-MONTE CARLO INTEGRATION AND APPLICATIONS
/ LEOBACHER, GUNTHER
: 2014
TABLE OF CONTENTS / INHALTSVERZEICHNIS
PREFACE
NOTATION
1 INTRODUCTION
2 UNIFORM DISTRIBUTION MODULO ONE
3 QMC INTEGRATION IN REPRODUCING KERNEL HILBERT SPACES
4LATTICE POINT SETS
5 (T, M, S)-NETS AND (T, S)-SEQUENCES
6 A SHORT DISCUSSION OF THE DISCREPANCY BOUNDS
7 FOUNDATIONS OF FINANCIAL MATHEMATICS
8 MONTE CARLO AND QUASI-MONTE CARLO SIMULATION
BIBLIOGRAPHY
INDEX
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
INTRODUCTION TO QUASI-MONTE CARLO INTEGRATION AND APPLICATIONS
/ LEOBACHER, GUNTHER
: 2014
ABSTRACT / INHALTSTEXT
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. IT ALSO PRESENTS METHODS CURRENTLY USED IN RESEARCH
AND DISCUSSES PRACTICAL APPLICATIONS WITH AN EMPHASIS ON FINANCE-RELATED
PROBLEMS. EACH CHAPTER CLOSES WITH SUGGESTIONS FOR FURTHER READING AND
WITH EXERCISES WHICH HELP STUDENTS TO ARRIVE AT A DEEPER UNDERSTANDING
OF THE MATERIAL PRESENTED. THE BOOK IS BASED ON A ONE-SEMESTER, TWO-HOUR
UNDERGRADUATE COURSE AND IS WELL-SUITED FOR READERS WITH A BASIC GRASP
OF ALGEBRA, CALCULUS, LINEAR ALGEBRA AND BASIC PROBABILITY THEORY. IT
PROVIDES AN ACCESSIBLE INTRODUCTION FOR UNDERGRADUATE STUDENTS IN
MATHEMATICS OR COMPUTER SCIENCE
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
any_adam_object | 1 |
author | Leobacher, Gunther Pillichshammer, Friedrich |
author_GND | (DE-588)1059372622 (DE-588)1059461153 |
author_facet | Leobacher, Gunther Pillichshammer, Friedrich |
author_role | aut aut |
author_sort | Leobacher, Gunther |
author_variant | g l gl f p fp |
building | Verbundindex |
bvnumber | BV042115168 |
classification_tum | MAT 000 |
collection | ZDB-2-SMA |
ctrlnum | (OCoLC)894726825 (DE-599)DNB105828990X |
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dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 512 - Algebra |
dewey-raw | 512.7 |
dewey-search | 512.7 |
dewey-sort | 3512.7 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-3-319-03425-6 |
format | Electronic eBook |
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spelling | Leobacher, Gunther Verfasser (DE-588)1059372622 aut Introduction to quasi-Monte Carlo integration and applications Gunther Leobacher ; Friedrich Pillichshammer Cham [u.a.] Birkhäuser Springer 2014 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Compact textbooks in mathematics Monte-Carlo-Integration (DE-588)7518931-8 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Electronic book text 1\p (DE-588)4123623-3 Lehrbuch gnd-content Monte-Carlo-Integration (DE-588)7518931-8 s Monte-Carlo-Simulation (DE-588)4240945-7 s 2\p DE-604 Pillichshammer, Friedrich Verfasser (DE-588)1059461153 aut https://doi.org/10.1007/978-3-319-03425-6 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027555529&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027555529&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Leobacher, Gunther Pillichshammer, Friedrich Introduction to quasi-Monte Carlo integration and applications Monte-Carlo-Integration (DE-588)7518931-8 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
subject_GND | (DE-588)7518931-8 (DE-588)4240945-7 (DE-588)4123623-3 |
title | Introduction to quasi-Monte Carlo integration and applications |
title_auth | Introduction to quasi-Monte Carlo integration and applications |
title_exact_search | Introduction to quasi-Monte Carlo integration and applications |
title_full | Introduction to quasi-Monte Carlo integration and applications Gunther Leobacher ; Friedrich Pillichshammer |
title_fullStr | Introduction to quasi-Monte Carlo integration and applications Gunther Leobacher ; Friedrich Pillichshammer |
title_full_unstemmed | Introduction to quasi-Monte Carlo integration and applications Gunther Leobacher ; Friedrich Pillichshammer |
title_short | Introduction to quasi-Monte Carlo integration and applications |
title_sort | introduction to quasi monte carlo integration and applications |
topic | Monte-Carlo-Integration (DE-588)7518931-8 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
topic_facet | Monte-Carlo-Integration Monte-Carlo-Simulation Lehrbuch |
url | https://doi.org/10.1007/978-3-319-03425-6 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027555529&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027555529&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
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