Monte Carlo and Quasi-Monte Carlo Methods 2002

NIEDERREITER, Harald (ed.)

ISBN 10: 3540204660 / ISBN 13: 9783540204664

Published by Springer, Berlin, 2004

About this Item

xix, 459 p. 24 cm. Yellow card covers. Ex library with labels on spine and front cover, ink stamps on top edge and title. Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25-28, 2002.

Seller Inventory # 149476

Bibliographic Details

• Title: Monte Carlo and Quasi-Monte Carlo Methods 2002
• Publisher: Springer, Berlin
• Publication Date: 2004
• ISBN 10: 3540204660
• ISBN 13: 9783540204664
• Binding: Softcover
• Condition: ex library-very good
• Seller catalogs:
  • Science

About this title

Synopsis

This volume contains the refereed proceedings of the Fifth International Con- ference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Com- puting (MCQMC 2002) which was held at the National University of Sin- gapore from 25-28 November 2002. The programme of this conference was arranged by a committee consisting of Kai-Tai Fang (Hong Kong Baptist University), Paul Glasserman (Columbia University), Stefan Heinrich (Uni- versitat Kaiserslautern), Fred J. Hickernell (Hong Kong Baptist University), Pierre L'Ecuyer (Universite de Montreal), Harald Niederreiter (National Uni- versity of Singapore, chair), Erich Novak (Universitat Jena), Art B. Owen (Stanford University), Ian H. Sloan (University of New South Wales), Jerome Spanier (Claremont Graduate University), Denis Talay (INRIA Sophia An- tipolis), Simon Tavare (University of Southern California), Jian-Sheng Wang (National University of Singapore) and Henryk Wozniakowski (Columbia Uni- versity and University of Warsaw). MCQMC 2002 continued the tradition of biennial MCQMC conferences which was begun at the University of Nevada in Las Vegas, Nevada, USA, in June 1994 and followed by conferences at the University of Salzburg, Austria, in July 1996, the Claremont Colleges in Claremont, California, USA, in June 1998 and Hong Kong Baptist University in Hong Kong, China, in November 2000. The proceedings of these previous conferences were all published by Springer-Verlag, under the titles Monte Carlo and Quasi-Monte Carlo Meth- ods in Scientific Computing (H. Niederreiter and P. J. -S. Shiue, eds. ), Monte Carlo and Quasi-Monte Carlo Methods 1996 (H. Niederreiter, P.

Synopsis

This book represents the refereed proceedings of the Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the National University of Singapore in the year 2002. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, computational complexity, finance, and other applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings also include 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.