Monte Carlo and Quasi-Monte Carlo Methods 2008, Pierre L` Ecuyer; Art B. Owen

Автор: Gunther Leobacher; Friedrich Pillichshammer
Название: Introduction to Quasi-Monte Carlo Integration and Applications
ISBN: 3319034243 ISBN-13(EAN): 9783319034249
Издательство: Springer
Рейтинг:
Цена: 8384.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book introduces the basic concepts of quasi-Monte Carlo methods for numerical integration and the theory behind them. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems.

Автор: Pierre L` Ecuyer; Art B. Owen
Название: Monte Carlo and Quasi-Monte Carlo Methods 2008
ISBN: 3642425240 ISBN-13(EAN): 9783642425240
Издательство: Springer
Рейтинг:
Цена: 29209.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Tutorials.- Monte Carlo and Quasi-Monte Carlo for Statistics.- Monte Carlo Computation in Finance.- Invited Articles.- Particle Markov Chain Monte Carlo for Efficient Numerical Simulation.- Computational Complexity of Metropolis-Hastings Methods in High Dimensions.- On Quasi-Monte Carlo Rules Achieving Higher Order Convergence.- Sensitivity Estimates for Compound Sums.- New Perspectives on (0, )-Sequences.- Variable Subspace Sampling and Multi-level Algorithms.- Markov Chain Monte Carlo Algorithms: Theory and Practice.- MINT - New Features and New Results.- Contributed Articles.- Recursive Computation of Value-at-Risk and Conditional Value-at-Risk using MC and QMC.- Adaptive Monte Carlo Algorithms Applied to Heterogeneous Transport Problems.- Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune....- Distribution of Digital Explicit Inversive Pseudorandom Numbers and Their Binary Threshold Sequence.- Extensions of Fibonacci Lattice Rules.- Efficient Search for Two-Dimensional Rank-1 Lattices with Applications in Graphics.- Parallel Random Number Generators Based on Large Order Multiple Recursive Generators.- Efficient Numerical Inversion for Financial Simulations.- Equidistribution Properties of Generalized Nets and Sequences.- Implementation of a Component-By-Component Algorithm to Generate Small Low-Discrepancy Samples.- Quasi-Monte Carlo Simulation of Diffusion in a Spatially Nonhomogeneous Medium.- Discrepancy of Two-Dimensional Digitally Shifted Hammersley Point Sets in Base.- Vibrato Monte Carlo Sensitivities.- The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models.- -Nets and Maximized Minimum Distance, Part II.- Automation of Statistical Tests on Randomness to Obtain Clearer Conclusion.- On Subsequences of Niederreiter-Halton Sequences.- Correcting the Bias in Monte Carlo Estimators of American-style Option Values.- Fast Principal Components Analysis Method for Finance Problems With Unequal Time Steps.- Adaptive Monte Carlo Algorithms for General Transport Problems.- On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates.- Testing the Tests: Using Random Number Generators to Improve Empirical Tests.- Stochastic Spectral Formulations for Elliptic Problems.- Adaptive (Quasi-)Monte Carlo Methods for Pricing Path-Dependent Options.- Monte Carlo Simulation of Stochastic Integrals when the Cost of Function Evaluation Is Dimension Dependent.- Recent Progress in Improvement of Extreme Discrepancy and Star Discrepancy of One-Dimensional Sequences.- Discrepancy of Hyperplane Nets and Cyclic Nets.- A PRNG Specialized in Double Precision Floating Point Numbers Using an Affine Transition.- On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules.- Ergodic Estimations of Upscaled Coefficients for Diffusion in Random Velocity Fields.- Green's Functions by Monte Carlo.- Tractability of Multivariate Integration for Weighted Korobov Spaces: My 15 Year Partnership with Ian Sloan

Автор: Cools
Название: Monte Carlo and Quasi-Monte Carlo Methods
ISBN: 3319335057 ISBN-13(EAN): 9783319335056
Издательство: Springer
Рейтинг:
Цена: 18167.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

Автор: Leszek Plaskota; Henryk Wo?niakowski
Название: Monte Carlo and Quasi-Monte Carlo Methods 2010
ISBN: 366252158X ISBN-13(EAN): 9783662521588
Издательство: Springer
Рейтинг:
Цена: 21661.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010.

Автор: Josef Dick; Frances Y. Kuo; Gareth W. Peters; Ian
Название: Monte Carlo and Quasi-Monte Carlo Methods 2012
ISBN: 3662514389 ISBN-13(EAN): 9783662514382
Издательство: Springer
Рейтинг:
Цена: 19564.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012.

Автор: Bennett L. Fox
Название: Strategies for Quasi-Monte Carlo
ISBN: 1461373794 ISBN-13(EAN): 9781461373797
Издательство: Springer
Рейтинг:
Цена: 20962.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Strategies for Quasi-Monte Carlo builds a framework to design and analyze strategies for randomized quasi-Monte Carlo (RQMC).

Автор: Chueshov, Igor
Название: Dynamics of quasi-stable dissipative systems
ISBN: 3319229028 ISBN-13(EAN): 9783319229027
Издательство: Springer
Рейтинг:
Цена: 8384.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Dynamics of Quasi-Stable Dissipative Systems

Автор: Han-lin Chen
Название: Complex Harmonic Splines, Periodic Quasi-Wavelets
ISBN: 0792361377 ISBN-13(EAN): 9780792361374
Издательство: Springer
Рейтинг:
Цена: 12577.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book, written by our distinguished colleague and friend, Professor Han-Lin Chen of the Institute of Mathematics, Academia Sinica, Beijing, presents, for the first time in book form, his extensive work on complex harmonic splines with applications to wavelet analysis and the numerical solution of boundary integral equations.

Автор: Hendrik W. Broer; George B. Huitema; Mikhail B. Se
Название: Quasi-Periodic Motions in Families of Dynamical Systems
ISBN: 3540620257 ISBN-13(EAN): 9783540620259
Издательство: Springer
Рейтинг:
Цена: 6282.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is devoted to the phenomenon of quasi-periodic motion in dynamical systems. On the one hand, Hamiltonian systems occur that are in complete order: these are the integrable systems where all motion is confined to invariant tori.

Автор: Han-lin Chen
Название: Complex Harmonic Splines, Periodic Quasi-Wavelets
ISBN: 9401058431 ISBN-13(EAN): 9789401058438
Издательство: Springer
Рейтинг:
Цена: 6986.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book, written by our distinguished colleague and friend, Professor Han-Lin Chen of the Institute of Mathematics, Academia Sinica, Beijing, presents, for the first time in book form, his extensive work on complex harmonic splines with applications to wavelet analysis and the numerical solution of boundary integral equations.

Автор: Ansgar J?ngel
Название: Quasi-hydrodynamic Semiconductor Equations
ISBN: 3034895216 ISBN-13(EAN): 9783034895217
Издательство: Springer
Рейтинг:
Цена: 13974.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book presents a hierarchy of macroscopic models for semiconductor devices, studying three classes of models in detail: isentropic drift-diffusion equations, energy-transport models, and quantum hydrodynamic equations.