Digital Nets and Sequences: Discrepancy Theory and Quasi–Monte Carlo Integration - Couverture rigide

Dick, Josef; Pillichshammer, Friedrich

Couverture rigide

ISBN 10 : 0521191599 ISBN 13 : 9780521191593

Editeur : Cambridge University Press, 2010

Synopsis

Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods, digital nets and sequences, and discrepancy theory starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi–Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates. Besides the classical theory, the book contains chapters on reproducing kernel Hilbert spaces and weighted integration, duality theory for digital nets, polynomial lattice rules, the newest constructions by Niederreiter and Xing and many more. The authors present an accessible introduction to the subject based mainly on material taught in undergraduate courses with numerous examples, exercises and illustrations.

A propos du livre

À propos des auteurs

Josef Dick is a lecturer in the School of Mathematics and Statistics at the University of New South Wales, Australia.

Friedrich Pillichshammer is a Professor in the Institute for Financial Mathematics at the University of Linz, Austria.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 0521191599
• ISBN 13: 9780521191593
• Reliure: Relié
• Nombre de pages: 618
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France