Printed from https://ideas.repec.org/b/spr/sprbok/978-3-540-31186-7.html
Monte Carlo and Quasi-Monte Carlo Methods 2004
Editor
Listed:
- Harald Niederreiter(National University of Singapore, Department of Mathematics)Denis Talay(INRIA Sophia Antipolis)
Abstract
No abstract is available for this item.
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/3-540-31186-6
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Book Chapters
The following chapters of this book are listed in IDEAS- Olivier Bardou, 2006. "Invariance Principles with Logarithmic Averaging for Ergodic Simulations," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 1-13, Springer.
- Christophette Blanchet-Scalliet & Awa Diop & Rajna Gibson & Denis Talay & Etienne Tanré, 2006. "Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 15-30, Springer.
- F.M. Buchmann & W.P. Petersen, 2006. "Weak Approximation of Stopped Dffusions," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 31-44, Springer.
- Christine Choirat & Christian Hess & Raffaello Seri, 2006. "Approximation of Stochastic Programming Problems," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 45-59, Springer.
- Christine Choirat & Raffaello Seri, 2006. "The Asymptotic Distribution of Quadratic Discrepancies," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 61-76, Springer.
- Josef Dick & Harald Niederreiter & Friedrich Pillichshammer, 2006. "Weighted Star Discrepancy of Digital Nets in Prime Bases," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 77-96, Springer.
- Andrew Dickinson, 2006. "Explaining Effective Low-Dimensionality," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 97-112, Springer.
- Henri Faure, 2006. "Selection Criteria for (Random) Generation of Digital (0,s)-Sequences," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 113-126, Springer.
- Jean-Pierre Fouque & Josselin Garnier & André Nachbin & Knut Sølna, 2006. "Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 127-145, Springer.
- Flavius Guiaş, 2006. "A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 147-161, Springer.
- Jürgen Hartinger & Reinhold Kainhofer, 2006. "Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 163-179, Springer.
- Stephen Joe, 2006. "Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 181-196, Springer.
- B. Jourdain, 2006. "Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 197-216, Springer.
- Alexander Keller, 2006. "Myths of Computer Graphics," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 217-243, Springer.
- Thomas Kollig & Alexander Keller, 2006. "Illumination in the Presence of Weak Singularities," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 245-257, Springer.
- Janne Kontkanen & Jussi Räsänen & Alexander Keller, 2006. "Irradiance Filtering for Monte Carlo Ray Tracing," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 259-272, Springer.
- Peter Kritzer, 2006. "On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 273-287, Springer.
- Frances Y. Kuo & Ian H. Sloan & Henryk Woźniakowski, 2006. "Lattice Rules for Multivariate Approximation in the Worst Case Setting," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 289-330, Springer.
- Pierre L’Ecuyer & Christian Lécot & Bruno Tuffin, 2006. "Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 331-342, Springer.
- Kwong-Ip Liu & Fred J. Hickernell, 2006. "Experimental Designs Using Digital Nets with Small Numbers of Points," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 343-354, Springer.
- Florent Malrieu & Denis Talay, 2006. "Concentration Inequalities for Euler Schemes," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 355-371, Springer.
- Dirk Nuyens & Ronald Cools, 2006. "Fast Component-by-Component Construction, a Reprise for Different Kernels," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 373-387, Springer.
- Mathias Ortner & Xavier Descombes & Josiane Zerubia, 2006. "A Reversible Jump MCMC Sampler for Object Detection in Image Processing," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 389-401, Springer.
- Art B. Owen, 2006. "Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 403-417, Springer.
- François Panneton & Pierre L’Ecuyer, 2006. "Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in $$\mathbb{F}_{2^w } $$," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 419-429, Springer.
- G.A. Pavliotis & A.M. Stuart & L. Band, 2006. "Monte Carlo Studies of Effective Diffusivities for Inertial Particles," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 431-441, Springer.
- Teemu Pennanen & Matti Koivu, 2006. "An Adaptive Importance Sampling Technique," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 443-455, Springer.
- Rudolf Schürer & Wolfgang Ch. Schmid, 2006. "MinT: A Database for Optimal Net Parameters," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 457-469, Springer.
- A. Yu. Veretennikov, 2006. "On Ergodic Measures for McKean-Vlasov Stochastic Equations," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 471-486, Springer.
- Arne Winterhof, 2006. "On the Distribution of Some New Explicit Inversive Pseudorandom Numbers and Vectors," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 487-499, Springer.
- Xiaoyan Zeng & King-Tai Leung & Fred J. Hickernell, 2006. "Error Analysis of Splines for Periodic Problems Using Lattice Designs," Springer Books, in: Harald Niederreiter & Denis Talay (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004, pages 501-514, Springer.
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