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Monte Carlo and Quasi-Monte Carlo Methods 2010

  • Leszek Plaskota
  • Henryk Woźniakowski

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 23)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Invited Articles

    1. Front Matter
      Pages 1-1
    2. Søren Asmussen, Asger Hobolth
      Pages 3-22
    3. William W. L. Chen
      Pages 23-41
    4. Pierre L’Ecuyer, David Munger
      Pages 133-159
    5. Stefano Peluchetti, Gareth O. Roberts
      Pages 161-187
    6. Friedrich Pillichshammer
      Pages 189-210
  3. Contributed Articles

    1. Front Matter
      Pages 233-233
    2. Sylvestre Burgos, Michael B. Giles
      Pages 281-296
    3. Aleksandr Burmistrov, Mariya Korotchenko
      Pages 297-311
    4. Su Chen, Makoto Matsumoto, Takuji Nishimura, Art B. Owen
      Pages 313-327
    5. G. E. Fasshauer, F. J. Hickernell, H. Woźniakowski
      Pages 329-344
    6. Henri Faure, Christiane Lemieux, Xiaoheng Wang
      Pages 345-362
    7. Anatoly Gormin, Yuri Kashtanov
      Pages 385-398
    8. Leonhard Grünschloß, Matthias Raab, Alexander Keller
      Pages 399-408
    9. Carole Kay Hayakawa, Rong Kong, Jerome Spanier
      Pages 419-434
    10. Alexander Keller, Leonhard Grünschloß
      Pages 487-498
    11. Alexander Keller, Leonhard Grünschloß, Marc Droske
      Pages 499-509
    12. Christian Lécot, Moussa Tembely, Arthur Soucemarianadin, Ali Tarhini
      Pages 523-537
    13. Krzysztof Łatuszyński, Błażej Miasojedow, Wojciech Niemiro
      Pages 539-555
    14. Roman N. Makarov, Karl Wouterloot
      Pages 573-587
    15. Giray Ökten, Manan Shah, Yevgeny Goncharov
      Pages 609-622
    16. Nick Polydorides, Mengdi Wang, Dimitri P. Bertsekas
      Pages 623-637
    17. Koen Poppe, Ronald Cools
      Pages 639-654
    18. Yuan Xia, Michael B. Giles
      Pages 695-708
  4. Back Matter
    Pages 721-732

About these proceedings

Introduction

This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.

Keywords

Monte Carlo and quasi-Monte Carlo methods high-dimensional problems low discrepancy points, digital nets, and lattice rules random and pseudorandom numbers random processes

Editors and affiliations

  • Leszek Plaskota
    • 1
  • Henryk Woźniakowski
    • 2
  1. 1., Institute of Applied MathematicsUniversity of WarsawWarsawPoland
  2. 2., Institute of Applied MathematicsUniversity of WarsawWarsawPoland

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-27440-4
  • Copyright Information Springer-Verlag Berlin Heidelberg 2012
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-27439-8
  • Online ISBN 978-3-642-27440-4
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017
  • Buy this book on publisher's site
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