Description |
1 online resource (258 pages) : illustrations |
Series |
Radon series on computational and applied mathematics ; v. 15 |
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Radon series on computational and applied mathematics ; v. 15.
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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 |
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Print version record |
Subject |
Uniform distribution (Probability theory)
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Monte Carlo method.
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MATHEMATICS -- Number Theory.
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Monte Carlo method
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Uniform distribution (Probability theory)
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Genre/Form |
Electronic books
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Form |
Electronic book
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Author |
Kritzer, Peter
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Niederreiter, Harald, 1944-
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Pillichshammer, Friedrich
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Winterhof, Arne
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ISBN |
9783110317930 |
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3110317931 |
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3110375036 |
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9783110375039 |
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