Introduction to Quasi-Monte Carlo Integration and Applications - Couverture souple

Leobacher, Gunther; Pillichshammer, Friedrich

Couverture souple

ISBN 10 : 3032054451 ISBN 13 : 9783032054456

Editeur : Birkhäuser, 2026

Synopsis

This textbook offers a comprehensive introduction to quasi-Monte Carlo methods and several of their applications. Throughout, the authors use modern concepts and notations to provide an overview of how the theory behind quasi-Monte Carlo methods developed. While the main focus of this text is on the theory, it also explores several applications with a particular emphasis on financial problems.

This second edition contains substantial revisions and additions, including several new sections that more thoroughly cover weighted problems. New sections include coverage of the weighted Koksma-Hlawka inequality, weighted discrepancy of lattice point sets and tractability properties, polynomial lattice point sets, and more. In addition, the authors have corrected minor errors from the first edition and updated the bibliography and "Further reading" sections.

Introduction to Quasi-Monte Carlo Integration and Applications is suitable for advanced undergraduate students in mathematics and computer science. Readers should possess a basic knowledge of algebra, calculus, linear algebra, and probability theory. It may also be used for self-study or as a reference for researchers interested in the area.

Détails de l'édition

• Éditeur: Birkhäuser
• Date d'édition: 2026
• Langue: anglais
• ISBN 10: 3032054451
• ISBN 13: 9783032054456
• Reliure: Broché
• Numéro d'édition: 2
• Nombre de pages: 264
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Tiergartenstr. 17; Heidelberg; 69121; Allemagne