Introduction to quasi-Monte Carlo integration and applications / Gunther Leobacher, Friedrich Pillichshammer |
Autore | Leobacher, Gunther |
Pubbl/distr/stampa | Cham, : Birkhauser ; Springer, 2014 |
Descrizione fisica | XII, 195 p. : ill. ; 24 cm |
Altri autori (Persone) | Pillichshammer, Friedrich |
Soggetto topico |
65C05 - Monte Carlo methods [MSC 2020]
65D30 - Numerical integration [MSC 2020] 11K45 - Pseudo-random numbers; Monte Carlo methods [MSC 2020] 11K38 - Irregularities of distribution, discrepancy [MSC 2020] 11K06 - General theory of distribution modulo $1$ [MSC 2020] |
Soggetto non controllato |
Digital nets
Discrepancy Lattice Rules Numerical integration Quantitative Finance Quasi-Monte Carlo Uniform distribution |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0103267 |
Leobacher, Gunther | ||
Cham, : Birkhauser ; Springer, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Introduction to quasi-Monte Carlo integration and applications / Gunther Leobacher, Friedrich Pillichshammer |
Autore | Leobacher, Gunther |
Pubbl/distr/stampa | Cham, : Birkhauser ; Springer, 2014 |
Descrizione fisica | XII, 195 p. : ill. ; 24 cm |
Altri autori (Persone) | Pillichshammer, Friedrich |
Soggetto topico |
11K06 - General theory of distribution modulo $1$ [MSC 2020]
11K38 - Irregularities of distribution, discrepancy [MSC 2020] 11K45 - Pseudo-random numbers; Monte Carlo methods [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65D30 - Numerical integration [MSC 2020] |
Soggetto non controllato |
Digital nets
Discrepancy Lattice Rules Numerical integration Quantitative Finance Quasi-Monte Carlo Uniform distribution |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00103267 |
Leobacher, Gunther | ||
Cham, : Birkhauser ; Springer, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Lattice Rules : Numerical Integration, Approximation, and Discrepancy / Josef Dick, Peter Kritzer, Friedrich Pillichshammer |
Autore | Dick, Josef |
Pubbl/distr/stampa | Cham, : Springer, 2022 |
Descrizione fisica | xvi, 580 p. : ill. ; 24 cm |
Altri autori (Persone) |
Kritzer, Peter
Pillichshammer, Friedrich |
Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
65Dxx - Numerical approximation and computational geometry (primarily algorithms) [MSC 2020] |
Soggetto non controllato |
Discrepancy
Function approximation Information based complexity Lattice Rules Numerical integration Quasi-Monte Carlo methods Tractability Worst-case error |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0277753 |
Dick, Josef | ||
Cham, : Springer, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Lattice Rules : Numerical Integration, Approximation, and Discrepancy / Josef Dick, Peter Kritzer, Friedrich Pillichshammer |
Autore | Dick, Josef |
Pubbl/distr/stampa | Cham, : Springer, 2022 |
Descrizione fisica | xvi, 580 p. : ill. ; 24 cm |
Altri autori (Persone) |
Kritzer, Peter
Pillichshammer, Friedrich |
Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
65Dxx - Numerical approximation and computational geometry (primarily algorithms) [MSC 2020] |
Soggetto non controllato |
Discrepancy
Function approximation Information based complexity Lattice Rules Numerical integration Quasi-Monte Carlo methods Tractability Worst-case error |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00277753 |
Dick, Josef | ||
Cham, : Springer, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Monte Carlo and quasi-Monte Carlo methods : MCQMC 2018, Rennes, France, July 1–6 / Bruno Tuffin, Pierre L'Ecuyer editors |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | xi, 539 p. : ill. ; 24 cm |
Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
65C05 - Monte Carlo methods [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] |
Soggetto non controllato |
Bayesian computation
Computational complexity Cubature Discrepancy Graphical Rendering Importance Sampling Lattice Rules Markov Chain Monte Carlo Monte Carlo Multilevel Monte Carlo Probabilistic Numerics Quadrature Quasi-Monte Carlo Sequential Monte Carlo Simulation Stochastic Computation |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0249520 |
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Monte Carlo and quasi-Monte Carlo methods : MCQMC 2018, Rennes, France, July 1–6 / Bruno Tuffin, Pierre L'Ecuyer editors |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | xi, 539 p. : ill. ; 24 cm |
Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
65-XX - Numerical analysis [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] |
Soggetto non controllato |
Bayesian computation
Computational complexity Cubature Discrepancy Graphical Rendering Importance Sampling Lattice Rules Markov Chain Monte Carlo Monte Carlo Multilevel Monte Carlo Probabilistic Numerics Quadrature Quasi-Monte Carlo Sequential Monte Carlo Simulation Stochastic Computation |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00249520 |
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Monte Carlo and quasi-Monte Carlo methods : MCQMC 2016, Stanford, CA, August 14-19 / Art B. Owen, Peter W. Glynn editors |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xi, 479 p. : ill. ; 24 cm |
Soggetto topico |
68Uxx - Computing methodologies and applications [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 65Nxx - Numerical methods for partial differential equations, boundary value problems [MSC 2020] 65Y20 - Complexity and performance of numerical algorithms [MSC 2020] 65D32 - Numerical quadrature and cubature formulas [MSC 2020] 52C07 - Lattices and convex bodies in $n$ dimensions (aspects of discrete geometry) [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 68Q17 - Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) [MSC 2020] 65Rxx - Numerical methods for integral equations, integral transforms [MSC 2020] |
Soggetto non controllato |
Bayesian computation
Computational complexity Cubature Discrepancy Graphical Rendering Importance Sampling Lattice Rules Markov Chain Monte Carlo Monte Carlo Multilevel Monte Carlo Probabilistic Numerics Quadrature Quasi-Monte Carlo Sequential Monte Carlo Simulation Stochastic Computation |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124877 |
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Monte Carlo and quasi-Monte Carlo methods : MCQMC 2016, Stanford, CA, August 14-19 / Art B. Owen, Peter W. Glynn editors |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xi, 479 p. : ill. ; 24 cm |
Soggetto topico |
52C07 - Lattices and convex bodies in $n$ dimensions (aspects of discrete geometry) [MSC 2020]
65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 65D32 - Numerical quadrature and cubature formulas [MSC 2020] 65Nxx - Numerical methods for partial differential equations, boundary value problems [MSC 2020] 65Rxx - Numerical methods for integral equations, integral transforms [MSC 2020] 65Y20 - Complexity and performance of numerical algorithms [MSC 2020] 68Q17 - Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) [MSC 2020] 68Uxx - Computing methodologies and applications [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
Bayesian computation
Computational complexity Cubature Discrepancy Graphical Rendering Importance Sampling Lattice Rules Markov Chain Monte Carlo Monte Carlo Multilevel Monte Carlo Probabilistic Numerics Quadrature Quasi-Monte Carlo Sequential Monte Carlo Simulation Stochastic Computation |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00124877 |
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|