Random Quasi Random Point Sets (17 results)
Language: English
Published by Springer, New York, 1998
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Language: English
Published by Springer, 1998
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Condition: New. pp. 348 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Language: English
Published by Springer, 1998
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Language: English
Published by Springer, 1998
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Language: English
Published by Springer, 1998
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Language: English
Published by SP SPRINGER, 1998
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Language: English
Published by Springer, 1998
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Language: English
Published by Springer, 1998
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Language: English
Published by Springer 1998-10, 1998
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Language: English
Published by Springer, 1998
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Language: English
Published by Springer, 1998
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Language: English
Published by Springer New York, 1998
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 348 | Sprache: Englisch | Produktart: Bücher | This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pr…icing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ("a priori") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional "random" point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These "quasi-random" points are produced by deterministic algorithms and should be as "super" uniformly distributed as possible. Hence, both in uniform random number generation and in quasi-Monte Carlo methods, we study the uniformity of deterministically generated point sets in high dimensions. By a (common) abuse oflanguage, one speaks of random and quasi-random point sets. The central questions treated in this book are (i) how to generate, (ii) how to analyze, and (iii) how to apply such high-dimensional point sets.
Language: English
Published by Springer, 1998
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Language: English
Published by Springer, 1998
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financia…l derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ('a priori') and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional 'random' point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These 'quasi-random' points are produced by deterministic algorithms and should be as 'super' uniformly distributed as possible. Hence, both in uniform random number generation and in quasi-Monte Carlo methods, we study the uniformity of deterministically generated point sets in high dimensions. By a (common) abuse oflanguage, one speaks of random and quasi-random point sets. The central questions treated in this book are (i) how to generate, (ii) how to analyze, and (iii) how to apply such high-dimensional point sets.
Language: English
Published by Springer New York Okt 1998, 1998
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to…pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ('a priori') and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional 'random' point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These 'quasi-random' points are produced by deterministic algorithms and should be as 'super' uniformly distributed as possible. Hence, both in uniform random number generation and in quasi-Monte Carlo methods, we study the uniformity of deterministically generated point sets in high dimensions. By a (common) abuse oflanguage, one speaks of random and quasi-random point sets. The central questions treated in this book are (i) how to generate, (ii) how to analyze, and (iii) how to apply such high-dimensional point sets. 348 pp. Englisch.
Language: English
Published by Springer New York, 1998
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric nu…mber theory to pricing financial derivat.
Language: English
Published by Springer, Springer Okt 1998, 1998
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -These topics are of theoretical and applied interest in mathematics and statistics. There are applications to mathematical finance, cryptology, and applied statistics. This research-level monograph surveys the theoretical and applied as…pects.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 348 pp. Englisch.
