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Monte Carlo and Quasi-Monte Carlo Methods 2004

  • Conference proceedings
  • © 2006

Overview

Editors:
  1. Harald Niederreiter

    1. Department of Mathematics, National University of Singapore, Singapore, Republic of Singapore

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  2. Denis Talay

    1. INRIA Sophia Antipolis, Sophia Antipolis Cedex, France

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    You can also search for this editor in PubMed   Google Scholar

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Table of contents (31 papers)

  1. Front Matter

    Pages I-IX
    Download chapter PDF

  2. Invariance Principles with Logarithmic Averaging for Ergodic Simulations

    • Olivier Bardou
    Pages 1-13

  3. Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains

    • Christophette Blanchet-Scalliet, Awa Diop, Rajna Gibson, Denis Talay, Etienne Tanré
    Pages 15-30

  4. Weak Approximation of Stopped Dffusions

    • F.M. Buchmann, W.P. Petersen
    Pages 31-44

  5. Approximation of Stochastic Programming Problems

    • Christine Choirat, Christian Hess, Raffaello Seri
    Pages 45-59

  6. The Asymptotic Distribution of Quadratic Discrepancies

    • Christine Choirat, Raffaello Seri
    Pages 61-76

  7. Weighted Star Discrepancy of Digital Nets in Prime Bases

    • Josef Dick, Harald Niederreiter, Friedrich Pillichshammer
    Pages 77-96

  8. Explaining Effective Low-Dimensionality

    • Andrew Dickinson
    Pages 97-112

  9. Selection Criteria for (Random) Generation of Digital (0,s)-Sequences

    • Henri Faure
    Pages 113-126

  10. Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method

    • Jean-Pierre Fouque, Josselin Garnier, André Nachbin, Knut Sølna
    Pages 127-145

  11. A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes

    • Flavius Guiaş
    Pages 147-161

  12. Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands

    • Jürgen Hartinger, Reinhold Kainhofer
    Pages 163-179

  13. Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy

    • Stephen Joe
    Pages 181-196

  14. Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations

    • B. Jourdain
    Pages 197-216

  15. Myths of Computer Graphics

    • Alexander Keller
    Pages 217-243

  16. Illumination in the Presence of Weak Singularities

    • Thomas Kollig, Alexander Keller
    Pages 245-257

  17. Irradiance Filtering for Monte Carlo Ray Tracing

    • Janne Kontkanen, Jussi Räsänen, Alexander Keller
    Pages 259-272

  18. On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions

    • Peter Kritzer
    Pages 273-287

  19. Lattice Rules for Multivariate Approximation in the Worst Case Setting

    • Frances Y. Kuo, Ian H. Sloan, Henryk Woźniakowski
    Pages 289-330

  20. Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space

    • Pierre L’Ecuyer, Christian Lécot, Bruno Tuffin
    Pages 331-342
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Keywords

Editors and Affiliations

  • Department of Mathematics, National University of Singapore, Singapore, Republic of Singapore

    Harald Niederreiter

  • INRIA Sophia Antipolis, Sophia Antipolis Cedex, France

    Denis Talay

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