Random Number Generation and Monte Carlo Methods, James E. Gentle
Автор: Pierre L` Ecuyer; Art B. Owen Название: Monte Carlo and Quasi-Monte Carlo Methods 2008 ISBN: 364204106X ISBN-13(EAN): 9783642041068 Издательство: Springer Рейтинг: Цена: 29209.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume represents the refereed proceedings of the Eighth International C- ference on Monte Carlo and Quasi-Monte Carlo Methods in Scienti c Computing, which was held at the University of Montr al, from 6-11 July, 2008. It contains a limited selection of articles based on presentations made at the conference. The program was arranged with the help of an international committee consisting of: Ronald Cools, Katholieke Universiteit Leuven Luc Devroye, McGill University Henri Faure, CNRS Marseille Paul Glasserman, Columbia University Peter W. Glynn, Stanford University Stefan Heinrich, University of Kaiserslautern Fred J. Hickernell, Illinois Institute of Technology Aneta Karaivanova, Bulgarian Academy of Science Alexander Keller, mental images GmbH, Berlin Adam Kolkiewicz, University of Waterloo Frances Y. Kuo, University of New South Wales Christian L cot, Universit de Savoie, Chamb ry Pierre L'Ecuyer, Universit de Montr al (Chair and organizer) Jun Liu, Harvard University Peter Math , Weierstrass Institute Berlin Makoto Matsumoto, Hiroshima University Thomas M ller-Gronbach, Otto von Guericke Universit t Harald Niederreiter, National University of Singapore Art B. Owen, Stanford University Gilles Pag s, Universit Pierre et Marie Curie (Paris 6) Klaus Ritter, TU Darmstadt Karl Sabelfeld, Weierstrass Institute Berlin Wolfgang Ch. Schmid, University of Salzburg Ian H. Sloan, University of New South Wales Jerome Spanier, University of California, Irvine Bruno Tuf n, IRISA-INRIA, Rennes Henryk Wozniak owski, Columbia University. v vi Preface The local arrangements (program production, publicity, web site, registration, social events, etc.
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:
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.
Название: Stochastic Simulation and Monte Carlo Methods ISBN: 3642393624 ISBN-13(EAN): 9783642393624 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes.
Автор: Karl K. Sabelfeld Название: Monte Carlo Methods ISBN: 3642759793 ISBN-13(EAN): 9783642759796 Издательство: Springer Рейтинг: Цена: 13060.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book deals with Random Walk Methods for solving multidimensional boundary value problems. Some of the advantages of our new methods as compared to conventional numerical methods are that they cater for stochasticities in the boundary value problems and complicated shapes of the boundaries.
Автор: Ronald W. Shonkwiler; Franklin Mendivil Название: Explorations in Monte Carlo Methods ISBN: 1489983791 ISBN-13(EAN): 9781489983794 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Monte Carlo methods are among the most used and useful computational tools available, providing efficient and practical algorithms to solve a wide range of scientific and engineering problems. This book provides a hands-on approach to learning this subject.
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: 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: Karl K. Sabelfeld; Gennadii A. Mikhailov Название: Optimization of Weighted Monte Carlo Methods ISBN: 3642759831 ISBN-13(EAN): 9783642759833 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The weighted Monte Carlo estimates are constructed in order to diminish errors and to obtain dependent estimates for the calculated functionals for different values of parameters of the problem, i.e., to improve the functional dependence.
Автор: Rubinstein Reuven Y Название: Fast Sequential Monte Carlo Methods for Counting and Optimiz ISBN: 1118612264 ISBN-13(EAN): 9781118612262 Издательство: Wiley Рейтинг: Цена: 16307.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the first comprehensive account of fast sequential Monte Carlo (SMC) methods for counting and optimization at an exceptionally accessible level. Written by authorities in the field, it places great emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration.
Автор: Kroese Название: Handbook for Monte Carlo Methods ISBN: 0470177934 ISBN-13(EAN): 9780470177938 Издательство: Wiley Рейтинг: Цена: 22802.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today s numerical problems found in engineering and finance are solved through Monte Carlo methods.
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.
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