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Titlebook: Introduction to Quasi-Monte Carlo Integration and Applications; Gunther Leobacher,Friedrich Pillichshammer Textbook 2014 Springer Internat

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發(fā)表于 2025-3-21 19:16:34 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Introduction to Quasi-Monte Carlo Integration and Applications
編輯Gunther Leobacher,Friedrich Pillichshammer
視頻videohttp://file.papertrans.cn/475/474107/474107.mp4
概述Provides a quick entry into the topic.Takes a hands-on approach.Presents applications in quantitative finance
叢書名稱Compact Textbooks in Mathematics
圖書封面Titlebook: Introduction to Quasi-Monte Carlo Integration and Applications;  Gunther Leobacher,Friedrich Pillichshammer Textbook 2014 Springer Internat
描述.This textbook introduces readers to the basic concepts of quasi-Monte 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 finance-related 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 one-semester, two-hour undergraduate course and is well-suited 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..
出版日期Textbook 2014
關鍵詞digital nets; discrepancy; lattice rules; numerical integration; quasi-Monte Carlo; uniform distribution;
版次1
doihttps://doi.org/10.1007/978-3-319-03425-6
isbn_softcover978-3-319-03424-9
isbn_ebook978-3-319-03425-6Series ISSN 2296-4568 Series E-ISSN 2296-455X
issn_series 2296-4568
copyrightSpringer International Publishing Switzerland 2014
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沙發(fā)
發(fā)表于 2025-3-21 23:10:30 | 只看該作者
板凳
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A Brief Discussion of the Discrepancy Bounds, e.g., for the Hammersley point set or for (.,?.,?.)-nets soon become useless for a modest number . of points. For example, assume that for every . we have a point set . in the .-dimensional unit cube of cardinality . with star discrepancy of at most . with some ..?>?0 that is independent of ..
地板
發(fā)表于 2025-3-22 08:23:30 | 只看該作者
Basics of Financial Mathematics,g. Since the 1980s, financial mathematics has become a huge field that uses methods from many other branches of mathematics, most notably from probability theory. The reliance on probability theory provides us with a wealth of applications for simulation techniques.
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發(fā)表于 2025-3-22 13:16:45 | 只看該作者
Gunther Leobacher,Friedrich PillichshammerProvides a quick entry into the topic.Takes a hands-on approach.Presents applications in quantitative finance
7#
發(fā)表于 2025-3-22 20:18:41 | 只看該作者
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發(fā)表于 2025-3-23 02:18:49 | 只看該作者
QMC Integration in Reproducing Kernel Hilbert Spaces,We return to the problem of numerical integration of multivariate functions. As already mentioned in Sect.?., we normalize the integration domain to be the compact unit cube [0,?1]., and hence the integrals considered are of the form (.).
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發(fā)表于 2025-3-23 06:47:20 | 只看該作者
Lattice Point Sets,We have shown in Proposition?2.6 that the infinite sequence . is uniformly distributed modulo one under a certain condition on the vector .. In this chapter we consider “finite” versions of such sequences which are referred to as lattice point sets.
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