Lecture Notes in Statistics

Monte Carlo and Quasi-Monte Carlo Methods 1996

Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996

Editors: Niederreiter, H., Hellekalek, P., Larcher, G., Zinterhof, P. (Eds.)

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About this book

Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.

Table of contents (31 chapters)

Table of contents (31 chapters)

Buy this book

eBook $89.00
price for USA in USD (gross)
  • ISBN 978-1-4612-1690-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $119.00
price for USA in USD
  • ISBN 978-0-387-98335-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Monte Carlo and Quasi-Monte Carlo Methods 1996
Book Subtitle
Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996
Editors
  • Harald Niederreiter
  • Peter Hellekalek
  • Gerhard Larcher
  • Peter Zinterhof
Series Title
Lecture Notes in Statistics
Series Volume
127
Copyright
1998
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York, Inc.
eBook ISBN
978-1-4612-1690-2
DOI
10.1007/978-1-4612-1690-2
Softcover ISBN
978-0-387-98335-6
Series ISSN
0930-0325
Edition Number
1
Number of Pages
XII, 450
Number of Illustrations
26 b/w illustrations
Topics