This book represents the refereed proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Claremont Graduate University in 1998. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.
Monte Carlo methods numerical integration quasi-Monte Carlo methods random number generation sets simulation methods
Editors and affiliations
1.Institute of Discrete MathematicsAustrian Academy of SciencesViennaAustria
2.Claremont Graduate UniversityClaremontUSA
Copyright InformationSpringer-Verlag Berlin Heidelberg 2000