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This book presents the refereed proceedings of the Eleventh
International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing that was held at the University of
Leuven (Belgium) in April 2014. These biennial conferences are
major events for Monte Carlo and quasi-Monte Carlo researchers. The
proceedings include articles based on invited lectures as well as
carefully selected contributed papers on all theoretical aspects
and applications of Monte Carlo and quasi-Monte Carlo methods.
Offering information on the latest developments in these very
active areas, this book is an excellent reference resource for
theoreticians and practitioners interested in solving
high-dimensional computational problems, arising, in particular, in
finance, statistics and computer graphics.
This book is summarizing the results of the workshop "Uniform
Distribution and Quasi-Monte Carlo Methods" of the RICAM Special
Semester on "Applications of Algebra and Number Theory" in October
2013. The survey articles in this book focus on number theoretic
point constructions, uniform distribution theory, and quasi-Monte
Carlo methods. As deterministic versions of the Monte Carlo method,
quasi-Monte Carlo rules enjoy increasing popularity, with many
fruitful applications in mathematical practice, as for example in
finance, computer graphics, and biology. The goal of this book is
to give an overview of recent developments in uniform distribution
theory, quasi-Monte Carlo methods, and their applications,
presented by leading experts in these vivid fields of research.
This book presents the refereed proceedings of the Eleventh
International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing that was held at the University of
Leuven (Belgium) in April 2014. These biennial conferences are
major events for Monte Carlo and quasi-Monte Carlo researchers. The
proceedings include articles based on invited lectures as well as
carefully selected contributed papers on all theoretical aspects
and applications of Monte Carlo and quasi-Monte Carlo methods.
Offering information on the latest developments in these very
active areas, this book is an excellent reference resource for
theoreticians and practitioners interested in solving
high-dimensional computational problems, arising, in particular, in
finance, statistics and computer graphics.
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