000 04106nam a22005655i 4500
001 978-3-540-31186-7
003 DE-He213
005 20161121231032.0
007 cr nn 008mamaa
008 100301s2006 gw | s |||| 0|eng d
020 _a9783540311867
_9978-3-540-31186-7
024 7 _a10.1007/3-540-31186-6
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
245 1 0 _aMonte Carlo and Quasi-Monte Carlo Methods 2004
_h[electronic resource] /
_cedited by Harald Niederreiter, Denis Talay.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2006.
300 _aX, 514 p. 73 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aInvariance Principles with Logarithmic Averaging for Ergodic Simulations -- Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains -- Weak Approximation of Stopped Dffusions -- Approximation of Stochastic Programming Problems -- The Asymptotic Distribution of Quadratic Discrepancies -- Weighted Star Discrepancy of Digital Nets in Prime Bases -- Explaining Effective Low-Dimensionality -- Selection Criteria for (Random) Generation of Digital (0,s)-Sequences -- Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method -- A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes -- Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands -- Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy -- Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations -- Myths of Computer Graphics -- Illumination in the Presence of Weak Singularities -- Irradiance Filtering for Monte Carlo Ray Tracing -- On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions -- Lattice Rules for Multivariate Approximation in the Worst Case Setting -- Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space -- Experimental Designs Using Digital Nets with Small Numbers of Points -- Concentration Inequalities for Euler Schemes -- Fast Component-by-Component Construction, a Reprise for Different Kernels -- A Reversible Jump MCMC Sampler for Object Detection in Image Processing -- Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations -- Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in $$\mathbb{F}_{2^w } $$ -- Monte Carlo Studies of Effective Diffusivities for Inertial Particles -- An Adaptive Importance Sampling Technique -- MinT: A Database for Optimal Net Parameters -- On Ergodic Measures for McKean-Vlasov Stochastic Equations -- On the Distribution of Some New Explicit Inversive Pseudorandom Numbers and Vectors -- Error Analysis of Splines for Periodic Problems Using Lattice Designs.
650 0 _aMathematics.
650 0 _aMathematical analysis.
650 0 _aAnalysis (Mathematics).
650 0 _aPartial differential equations.
650 0 _aApplied mathematics.
650 0 _aEngineering mathematics.
650 0 _aEconomics, Mathematical.
650 0 _aProbabilities.
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aAnalysis.
650 2 4 _aApplications of Mathematics.
650 2 4 _aPartial Differential Equations.
650 2 4 _aQuantitative Finance.
650 2 4 _aAppl.Mathematics/Computational Methods of Engineering.
700 1 _aNiederreiter, Harald.
_eeditor.
700 1 _aTalay, Denis.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540255413
856 4 0 _uhttp://dx.doi.org/10.1007/3-540-31186-6
912 _aZDB-2-SMA
950 _aMathematics and Statistics (Springer-11649)
999 _c507591
_d507591