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Monte Carlo and Quasi-Monte Carlo Methods 2002 - Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25-28, 2002 (Paperback, Softcover reprint of the original 1st ed. 2004)
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Monte Carlo and Quasi-Monte Carlo Methods 2002 - Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25-28, 2002 (Paperback, Softcover reprint of the original 1st ed. 2004)
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This volume contains the refereed proceedings of the Fifth
International Con- ference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Com- puting (MCQMC 2002) which was held at
the National University of Sin- gapore from 25-28 November 2002.
The programme of this conference was arranged by a committee
consisting of Kai-Tai Fang (Hong Kong Baptist University), Paul
Glasserman (Columbia University), Stefan Heinrich (Uni- versitat
Kaiserslautern), Fred J. Hickernell (Hong Kong Baptist University),
Pierre L'Ecuyer (Universite de Montreal), Harald Niederreiter
(National Uni- versity of Singapore, chair), Erich Novak
(Universitat Jena), Art B. Owen (Stanford University), Ian H. Sloan
(University of New South Wales), Jerome Spanier (Claremont Graduate
University), Denis Talay (INRIA Sophia An- tipolis), Simon Tavare
(University of Southern California), Jian-Sheng Wang (National
University of Singapore) and Henryk Wozniakowski (Columbia Uni-
versity and University of Warsaw). MCQMC 2002 continued the
tradition of biennial MCQMC conferences which was begun at the
University of Nevada in Las Vegas, Nevada, USA, in June 1994 and
followed by conferences at the University of Salzburg, Austria, in
July 1996, the Claremont Colleges in Claremont, California, USA, in
June 1998 and Hong Kong Baptist University in Hong Kong, China, in
November 2000. The proceedings of these previous conferences were
all published by Springer-Verlag, under the titles Monte Carlo and
Quasi-Monte Carlo Meth- ods in Scientific Computing (H.
Niederreiter and P. J. -S. Shiue, eds. ), Monte Carlo and
Quasi-Monte Carlo Methods 1996 (H. Niederreiter, P.
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