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

malfeasance

書目名稱Introduction to Quasi-Monte Carlo Integration and Applications影響因子(影響力)




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書目名稱Introduction to Quasi-Monte Carlo Integration and Applications網(wǎng)絡(luò)公開度學科排名




書目名稱Introduction to Quasi-Monte Carlo Integration and Applications被引頻次




書目名稱Introduction to Quasi-Monte Carlo Integration and Applications被引頻次學科排名




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ineluctable

osteoclasts

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 ..

dainty

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.

ORBIT

甜食

Gunther Leobacher,Friedrich PillichshammerProvides a quick entry into the topic.Takes a hands-on approach.Presents applications in quantitative finance

output

Aesthete

Hectic

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 (.).

使迷惑

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.