Spectral Models of Random Fields in Monte Carlo Methods / S. M. Prigarin.

Format:

Book

Author/Creator:

Prigarin, S. M., author.

Language:

English

Subjects (All):

Spectral theory (Mathematics).

Physical Description:

1 online resource

Edition:

First edition.

Place of Publication:

Zeist, The Netherlands : VSP BV, [2001]

Language Note:

In English.

Summary:

No detailed description available for "Spectral Models of Random Fields in Monte Carlo Methods".

Contents:

Frontmatter

Preface

Contents

Chapter 1. Approximate Modelling of Homogeneous Gaussian Fields on the Basis of Spectral Decomposition

Chapter 2. Spectral Models for Vector-Valued Fields

Chapter 3. Convergence of Spectral Models of Random Fields in Monte Carlo Methods

Chapter 4. On Optimization and Convergence of Functional Monte Carlo Estimators

Appendix A. Gaussian Distributions: Properties and Simulation

Appendix Β. Solution of Boundary Value Problems for Linear Systems of Stochastic Differential Equations

Appendix C. On Interpolation of Positive Definite Functions and Stationary Random Sequences

Appendix D. Coding of Multiplicative Pseudorandom Number Generators

Bibliography

Notation

Index

Notes:

Description based on online resource; title from PDF title page (publisher's Web site, viewed 08. Jul 2019)

Description based on print version record.

Includes bibliographical references and index.

ISBN:

3-11-094198-8

OCLC:

1083587397