The Resource Introduction to quasiMonte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer
Introduction to quasiMonte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer
 Summary
 This textbook introduces readers to the basic concepts of quasiMonte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on financerelated problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a onesemester, twohour undergraduate course and is wellsuited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science
 Language
 eng
 Extent
 1 online resource (xii, 195 pages)
 Contents

 Preface
 Notation
 1 Introduction
 2 Uniform Distribution Modulo One
 3 QMC Integration in Reproducing Kernel Hilbert Spaces
 4 Lattice Point Sets
 5 (t, m, s)nets and (t, s)Sequences
 6 A Short Discussion of the Discrepancy Bounds
 7 Foundations of Financial Mathematics
 8 Monte Carlo and QuasiMonte Carlo Simulation
 Bibliography
 Index
 Isbn
 9783319034249
 Label
 Introduction to quasiMonte Carlo integration and applications
 Title
 Introduction to quasiMonte Carlo integration and applications
 Statement of responsibility
 Gunther Leobacher, Friedrich Pillichshammer
 Language
 eng
 Summary
 This textbook introduces readers to the basic concepts of quasiMonte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on financerelated problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a onesemester, twohour undergraduate course and is wellsuited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science
 Cataloging source
 GW5XE
 Dewey number
 518/.54
 Illustrations
 illustrations
 Index
 index present
 LC call number
 QA299.3
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 Series statement
 Compact Textbooks in Mathematics,
 Label
 Introduction to quasiMonte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references and index
 http://library.link/vocab/branchCode

 net
 Carrier category
 online resource
 Carrier category code
 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code
 txt
 Content type MARC source
 rdacontent
 Contents
 Preface  Notation  1 Introduction  2 Uniform Distribution Modulo One  3 QMC Integration in Reproducing Kernel Hilbert Spaces  4 Lattice Point Sets  5 (t, m, s)nets and (t, s)Sequences  6 A Short Discussion of the Discrepancy Bounds  7 Foundations of Financial Mathematics  8 Monte Carlo and QuasiMonte Carlo Simulation  Bibliography  Index
 Control code
 ocn891175908
 Dimensions
 unknown
 Extent
 1 online resource (xii, 195 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9783319034249
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code
 c
 Other control number
 10.1007/9783319034256
 Other physical details
 illustrations (some color)
 Quality assurance targets
 unknown
 http://library.link/vocab/recordID
 .b31759713
 Sound
 unknown sound
 Specific material designation
 remote
 System control number

 (OCoLC)891175908
 springer3319034243
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.deakin.edu.au/portal/IntroductiontoquasiMonteCarlointegrationand/Bg5raePCLDw/" typeof="CreativeWork http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.deakin.edu.au/portal/IntroductiontoquasiMonteCarlointegrationand/Bg5raePCLDw/">Introduction to quasiMonte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer</a></span>  <span property="offers" typeOf="Offer"><span property="offeredBy" typeof="Library ll:Library" resource="http://link.library.deakin.edu.au/#Deakin%20University%20Library"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.deakin.edu.au/">Deakin University Library</a></span></span></span></span></div>