Digital Nets And Sequences

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Digital Nets And Sequences

Author : Josef Dick
ISBN : 9781139490054
Genre : Computers
File Size : 74.31 MB
Format : PDF
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Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods, digital nets and sequences, and discrepancy theory starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi–Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates. Besides the classical theory, the book contains chapters on reproducing kernel Hilbert spaces and weighted integration, duality theory for digital nets, polynomial lattice rules, the newest constructions by Niederreiter and Xing and many more. The authors present an accessible introduction to the subject based mainly on material taught in undergraduate courses with numerous examples, exercises and illustrations.
Category: Computers

Digital Nets And Sequences

Author : Josef Dick
ISBN : 0511901976
Genre : Digital filters (Mathematics)
File Size : 81.2 MB
Format : PDF
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An introduction to contemporary quasi Monte Carlo methods, digital nets and sequences, and discrepancy theory. Includes many exercises, examples and illustrations.
Category: Digital filters (Mathematics)

Introduction To Quasi Monte Carlo Integration And Applications

Author : Gunther Leobacher
ISBN : 9783319034256
Genre : Mathematics
File Size : 70.99 MB
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This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.
Category: Mathematics

Monte Carlo And Quasi Monte Carlo Methods 2008

Author : Pierre L' Ecuyer
ISBN : 3642041078
Genre : Mathematics
File Size : 60.47 MB
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This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasi-Monte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasi-Monte Carlo research.
Category: Mathematics

Uniform Distribution And Quasi Monte Carlo Methods

Author : Peter Kritzer
ISBN : 9783110317930
Genre : Mathematics
File Size : 88.90 MB
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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.
Category: Mathematics

Acta Arithmetica

Author :
ISBN : UCSD:31822041767088
Genre : Mathematics
File Size : 77.96 MB
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Category: Mathematics

Mathematical Reviews

Author :
ISBN : UOM:39015065183546
Genre : Mathematics
File Size : 57.92 MB
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Category: Mathematics

Reviews In Number Theory 1984 96

Author :
ISBN : 0821809334
Genre : Mathematics
File Size : 37.74 MB
Format : PDF
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These six volumes include approximately 20,000 reviews of items in number theory that appeared in Mathematical Reviews between 1984 and 1996. This is the third such set of volumes in number theory. The first was edited by W.J. LeVeque and included reviews from 1940-1972; the second was edited by R.K. Guy and appeared in 1984.
Category: Mathematics

Distribution Of Sequences

Author : Oto Strauch
ISBN : CORNELL:31924103858316
Genre : Distribution (Probability theory).
File Size : 39.20 MB
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The monograph covers material scattered throughout books and journals and focuses on the distribution properties of sequences which may be expressed in terms of distribution function, upper and lower distribution function, the discrepancy, diaphony, dispersion etc. The individual character of sequences reflected in their distribution properties may be an object of study from various points of view, and as such they are often the primary goal of investigation. In that case the studied properties are caught in separate results and are consequently accessible in a displayed form. On the other hand, the various distribution properties of sequences play only a subsidiary role in proofs and thus remain often hidden and are not manifested in a visible form. The enormous wealth of information contained in both cases may be of value not only to those working directly in the field, but also to those working in related branches of number theory, combinatorics, real or numerical analysis in the process of finding sequence possessing the required properties. Last, but not least browsing throughout the book may provide the impetus for prospective further research. This is what we hope may address a wide class of working mathematicians.
Category: Distribution (Probability theory).

Random And Quasi Random Point Sets

Author : Peter Hellekalek
ISBN : 9781461217022
Genre : Mathematics
File Size : 79.65 MB
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This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ("a priori") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional "random" point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These "quasi-random" points are produced by deterministic algorithms and should be as "super" uniformly distributed as possible. Hence, both in uniform random number generation and in quasi-Monte Carlo methods, we study the uniformity of deterministically generated point sets in high dimensions. By a (common) abuse oflanguage, one speaks of random and quasi-random point sets. The central questions treated in this book are (i) how to generate, (ii) how to analyze, and (iii) how to apply such high-dimensional point sets.
Category: Mathematics