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  • Conference proceedings
  • © 2006

Monte Carlo and Quasi-Monte Carlo Methods 2004

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Table of contents (31 papers)

  1. Front Matter

    Pages I-IX
  2. 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
  3. Weak Approximation of Stopped Dffusions

    • F.M. Buchmann, W.P. Petersen
    Pages 31-44
  4. Approximation of Stochastic Programming Problems

    • Christine Choirat, Christian Hess, Raffaello Seri
    Pages 45-59
  5. The Asymptotic Distribution of Quadratic Discrepancies

    • Christine Choirat, Raffaello Seri
    Pages 61-76
  6. Weighted Star Discrepancy of Digital Nets in Prime Bases

    • Josef Dick, Harald Niederreiter, Friedrich Pillichshammer
    Pages 77-96
  7. Explaining Effective Low-Dimensionality

    • Andrew Dickinson
    Pages 97-112
  8. 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
  9. Myths of Computer Graphics

    • Alexander Keller
    Pages 217-243
  10. Illumination in the Presence of Weak Singularities

    • Thomas Kollig, Alexander Keller
    Pages 245-257
  11. Irradiance Filtering for Monte Carlo Ray Tracing

    • Janne Kontkanen, Jussi Räsänen, Alexander Keller
    Pages 259-272
  12. Lattice Rules for Multivariate Approximation in the Worst Case Setting

    • Frances Y. Kuo, Ian H. Sloan, Henryk Woźniakowski
    Pages 289-330
  13. Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space

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

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

Bibliographic Information

Buy it now

Buying options

eBook USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access