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Monte-Carlo and Quasi-Monte Carlo Methods 1998

Proceedings of a Conference held at the Claremont Graduate University, Claremont, California, USA, June 22–26, 1998

Editors: Niederreiter, Harald, Spanier, Jerome (Eds.)

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About this book

This book represents the refereed proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Claremont Graduate University in 1998. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.

Table of contents (32 chapters)

Table of contents (32 chapters)
  • Adaptively Learning an Importance Function Using Transport Constrained Monte Carlo

    Pages 1-15

    Booth, Thomas E.

  • What Affects the Accuracy of Quasi-Monte Carlo Quadrature?

    Pages 16-55

    Hickernell, Fred J.

  • Dynamic Creation of Pseudorandom Number Generators

    Pages 56-69

    Matsumoto, Makoto (et al.)

  • Constructions of (t, m, s)-Nets

    Pages 70-85

    Niederreiter, Harald

  • Monte Carlo, Quasi-Monte Carlo, and Randomized Quasi-Monte Carlo

    Pages 86-97

    Owen, Art B.

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-642-59657-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.00
price for USA in USD
  • ISBN 978-3-540-66176-4
  • 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 1998
Book Subtitle
Proceedings of a Conference held at the Claremont Graduate University, Claremont, California, USA, June 22–26, 1998
Editors
  • Harald Niederreiter
  • Jerome Spanier
Copyright
2000
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-59657-5
DOI
10.1007/978-3-642-59657-5
Softcover ISBN
978-3-540-66176-4
Edition Number
1
Number of Pages
XVI, 470
Number of Illustrations
24 b/w illustrations
Topics