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Digital Nets and Sequences - Discrepancy Theory and Quasi-Monte Carlo Integration (Hardcover, New edition)
Loot Price: R2,565
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Digital Nets and Sequences - Discrepancy Theory and Quasi-Monte Carlo Integration (Hardcover, New edition)
Expected to ship within 12 - 17 working days
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Indispensable for students, invaluable for researchers, this
comprehensive treatment of contemporary quasi-Monte Carlo methods,
digital nets and sequences, and discrepancy theory starts from
scratch with detailed explanations of the basic concepts and then
advances to current methods used in research. As deterministic
versions of the Monte Carlo method, quasi-Monte Carlo rules have
increased in popularity, with many fruitful applications in
mathematical practice. These rules require nodes with good uniform
distribution properties, and digital nets and sequences in the
sense of Niederreiter are known to be excellent candidates. Besides
the classical theory, the book contains chapters on reproducing
kernel Hilbert spaces and weighted integration, duality theory for
digital nets, polynomial lattice rules, the newest constructions by
Niederreiter and Xing and many more. The authors present an
accessible introduction to the subject based mainly on material
taught in undergraduate courses with numerous examples, exercises
and illustrations.
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