Monte Carlo and Quasi-Monte Carlo Methods 2004

Niederreiter, Harald; Talay, Denis

Monte Carlo and Quasi-Monte Carlo Methods 2004

Edited by Harald Niederreiter () and Denis Talay ()

in Springer Books from Springer

Date: 2006
ISBN: 978-3-540-31186-7
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Chapters in this book:

Invariance Principles with Logarithmic Averaging for Ergodic Simulations: Olivier Bardou
Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains: Christophette Blanchet-Scalliet, Awa Diop, Rajna Gibson, Denis Talay and Etienne Tanré
Weak Approximation of Stopped Dffusions: F.M. Buchmann and W.P. Petersen
Approximation of Stochastic Programming Problems: Christine Choirat, Christian Hess and Raffaello Seri
The Asymptotic Distribution of Quadratic Discrepancies: Christine Choirat and Raffaello Seri
Weighted Star Discrepancy of Digital Nets in Prime Bases: Josef Dick, Harald Niederreiter and Friedrich Pillichshammer
Explaining Effective Low-Dimensionality: Andrew Dickinson
Selection Criteria for (Random) Generation of Digital (0,s)-Sequences: Henri Faure
Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method: Jean-Pierre Fouque, Josselin Garnier, André Nachbin and Knut Sølna
A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes: Flavius Guiaş
Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands: Jürgen Hartinger and Reinhold Kainhofer
Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy: Stephen Joe
Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations: B. Jourdain
Myths of Computer Graphics: Alexander Keller
Illumination in the Presence of Weak Singularities: Thomas Kollig and Alexander Keller
Irradiance Filtering for Monte Carlo Ray Tracing: Janne Kontkanen, Jussi Räsänen and Alexander Keller
On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions: Peter Kritzer
Lattice Rules for Multivariate Approximation in the Worst Case Setting: Frances Y. Kuo, Ian H. Sloan and Henryk Woźniakowski
Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space: Pierre L’Ecuyer, Christian Lécot and Bruno Tuffin
Experimental Designs Using Digital Nets with Small Numbers of Points: Kwong-Ip Liu and Fred J. Hickernell
Concentration Inequalities for Euler Schemes: Florent Malrieu and Denis Talay
Fast Component-by-Component Construction, a Reprise for Different Kernels: Dirk Nuyens and Ronald Cools
A Reversible Jump MCMC Sampler for Object Detection in Image Processing: Mathias Ortner, Xavier Descombes and Josiane Zerubia
Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations: Art B. Owen
Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in $$\mathbb{F}_{2^w } $$: François Panneton and Pierre L’Ecuyer
Monte Carlo Studies of Effective Diffusivities for Inertial Particles: G.A. Pavliotis, A.M. Stuart and L. Band
An Adaptive Importance Sampling Technique: Teemu Pennanen and Matti Koivu
MinT: A Database for Optimal Net Parameters: Rudolf Schürer and Wolfgang Ch. Schmid
On Ergodic Measures for McKean-Vlasov Stochastic Equations: A. Yu. Veretennikov
On the Distribution of Some New Explicit Inversive Pseudorandom Numbers and Vectors: Arne Winterhof
Error Analysis of Splines for Periodic Problems Using Lattice Designs: Xiaoyan Zeng, King-Tai Leung and Fred J. Hickernell

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DOI: 10.1007/3-540-31186-6

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