書目名稱 | Random and Quasi-Random Point Sets |
編輯 | Peter Hellekalek,Gerhard Larcher |
視頻video | http://file.papertrans.cn/822/821108/821108.mp4 |
叢書名稱 | Lecture Notes in Statistics |
圖書封面 |  |
描述 | This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen- erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ("a priori") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional "random" point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver- gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These "quasi-random" points are produced by deterministic algorithms and should be as "super"- uniformly distributed as possible. Hence, both i |
出版日期 | Book 1998 |
關(guān)鍵詞 | Generator; Kernel; LDA; Probability theory; statistics |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4612-1702-2 |
isbn_softcover | 978-0-387-98554-1 |
isbn_ebook | 978-1-4612-1702-2Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
issn_series | 0930-0325 |
copyright | Springer Science+Business Media New York 1998 |