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Title Uniform distribution and quasi-Monte Carlo methods : discrepancy, integration and applications / edited by Peter Kritzer, Harald Niederreiter, Friedrich Pillichshammer, Arne Winterhof
Published Berlin : De Gruyter, 2014

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Description 1 online resource (258 pages) : illustrations
Series Radon series on computational and applied mathematics ; v. 15
Radon series on computational and applied mathematics ; v. 15.
Contents Frontmatter -- Preface -- Contents -- Metric number theory, lacunary series and systems of dilated functions / Aistleitner, Christoph -- Strong uniformity / Beck, József -- Discrepancy theory and harmonic analysis / Bilyk, Dmitriy -- Explicit constructions of point sets and sequences with low discrepancy / Dick, Josef ; Pillichshammer, Friedrich -- Subsequences of automatic sequences and uniform distribution / Drmota, Michael -- On Atanassov's methods for discrepancy bounds of low-discrepancy sequences / Faure, Henri -- The hybrid spectral test: a unifying concept / Hellekalek, Peter -- Tractability of multivariate analytic problems / Kritzer, Peter ; Pillichshammer, Friedrich ; Woźniakowski, Henryk -- Discrepancy estimates for sequences: new results and open problems / Larcher, Gerhard -- A short introduction to quasi-Monte Carlo option pricing / Leobacher, Gunther -- The construction of good lattice rules and polynomial lattice rules / Nuyens, Dirk -- Index -- Backmatter
Summary The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology
Notes This book is based on several invited talks of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" which was part of the RICAM Special Semester on "Applications of Algebra and Number Theory". The workshop took place in Linz, Austria, on October 14-18, 2013
Bibliography Includes bibliographical references and index
Notes English
Print version record
Subject Uniform distribution (Probability theory)
Monte Carlo method.
MATHEMATICS -- Number Theory.
Monte Carlo method
Uniform distribution (Probability theory)
Genre/Form Electronic books
Form Electronic book
Author Kritzer, Peter
Niederreiter, Harald, 1944-
Pillichshammer, Friedrich
Winterhof, Arne
ISBN 9783110317930
3110317931
3110375036
9783110375039