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Monte Carlo and Quasi-Monte Carlo Methods 2002 : Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25–28, 2002

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Cover of 'Monte Carlo and Quasi-Monte Carlo Methods 2002 : Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25–28, 2002'

Table of Contents

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    Book Overview
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    Chapter 1 Finance: A Fertile Field for Applications of MC and QMC
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    Chapter 2 How Many Random Bits Do We Need for Monte Carlo Integration?
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    Chapter 3 On Tractability of Weighted Integration for Certain Banach Spaces of Functions
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    Chapter 4 Polynomial Integration Lattices
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    Chapter 5 Approximate Bayesian Computation and MCMC
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    Chapter 6 New Challenges for the Simulation of Stochastic Processes
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    Chapter 7 Stochastic Models and Monte Carlo Algorithms for Boltzmann Type Equations
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    Chapter 8 Digital Nets, Duality, and Algebraic Curves
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    Chapter 9 Generalized Mersenne Prime Number and Its Application to Random Number Generation
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    Chapter 10 Constructing Good Lattice Rules with Millions of Points
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    Chapter 11 Lattice Structure of Nonlinear Pseudorandom Number Generators in Parts of the Period
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    Chapter 12 Simulation for American Options: Regression Now or Regression Later?
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    Chapter 13 Perturbation Monte Carlo Methods for the Solution of Inverse Problems
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    Chapter 14 Quantum Boolean Summation with Repetitions in the Worst-Average Setting
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    Chapter 15 The Strong Tractability of Multivariate Integration Using Lattice Rules
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    Chapter 16 Minimizing Effective Dimension Using Linear Transformation
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    Chapter 17 Component by Component Construction of Rank-1 Lattice Rules Having O ( n -1 (In( n )) d ) Star Discrepancy
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    Chapter 18 Stratification by Rank-1 Lattices
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    Chapter 19 Walsh Series Analysis of the Star Discrepancy of Digital Nets and Sequences
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    Chapter 20 Quasi-Monte Carlo Methods for Estimating Transient Measures of Discrete Time Markov Chains
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    Chapter 21 Quasi-Monte Carlo Methods for Elliptic BVPs
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    Chapter 22 Stable Connectivity of Networks and Its Monte Carlo Estimation
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    Chapter 23 Random Number Generators Based on Linear Recurrences in $$ \mathbb{F}_{2^w } $$
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    Chapter 24 Using Quasi-Monte Carlo Scenarios in Risk Management
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    Chapter 25 Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS
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    Chapter 26 When Does Monte Carlo Depend Polynomially on the Number of Variables?
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    Chapter 27 A New Adaptive Method for Geometric Convergence
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    Chapter 28 Polynomial Arithmetic Analogue of Hickernell Sequences
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Title
Monte Carlo and Quasi-Monte Carlo Methods 2002 : Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25–28, 2002
Published by
Springer Berlin Heidelberg, January 2004
DOI 10.1007/978-3-642-18743-8
ISBNs
978-3-54-020466-4, 978-3-64-218743-8
Editors

Niederreiter, Harald

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Mendeley readers

The data shown below were compiled from readership statistics for 38 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
United Kingdom 1 3%
Germany 1 3%
Unknown 36 95%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 8 21%
Researcher 6 16%
Student > Master 5 13%
Student > Bachelor 4 11%
Professor 4 11%
Other 10 26%
Unknown 1 3%
Readers by discipline Count As %
Engineering 14 37%
Mathematics 5 13%
Computer Science 4 11%
Agricultural and Biological Sciences 3 8%
Biochemistry, Genetics and Molecular Biology 2 5%
Other 7 18%
Unknown 3 8%