Uniform distribution and Quasi-Monte Carlo methods : discrepancy, integration and applications / edited by Peter Kritzer [and three others].

Format:

Book

Contributor:

Kritzer, Peter, editor.

Series:

Radon series on computational and applied mathematics ; Volume 15.

Radon Series on Computational and Applied Mathematics, 1865-3707 ; Volume 15

Language:

English

Subjects (All):

Uniform distribution (Probability theory).

Monte Carlo method.

Physical Description:

1 online resource (270 p.)

Edition:

1st ed.

Place of Publication:

Berlin, [Germany] ; Boston, [Massachusetts] : De Gruyter, 2014.

Language Note:

English

Summary:

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.

Contents:

Front matter

Preface

Contents

Metric number theory, lacunary series and systems of dilated functions / Aistleitner, Christoph

Strong uniformity / Beck, József

Discrepancy theory and harmonic analysis / Bilyk, Dmitriy

Explicit constructions of point sets and sequences with low discrepancy / Dick, Josef / Pillichshammer, Friedrich

Subsequences of automatic sequences and uniform distribution / Drmota, Michael

On Atanassov's methods for discrepancy bounds of low-discrepancy sequences / Faure, Henri

The hybrid spectral test: a unifying concept / Hellekalek, Peter

Tractability of multivariate analytic problems / Kritzer, Peter / Pillichshammer, Friedrich / Woźniakowski, Henryk

Discrepancy estimates for sequences: new results and open problems / Larcher, Gerhard

A short introduction to quasi-Monte Carlo option pricing / Leobacher, Gunther

The construction of good lattice rules and polynomial lattice rules / Nuyens, Dirk

Index

Backmatter

Notes:

Includes index.

Description based on print version record.

ISBN:

9783110375039

3110375036

9783110317930

3110317931

OCLC:

890071115