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Digital Nets and Sequences
Contributor(s): Dick, Josef (Author), Pillichshammer, Friedrich (Author)

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 ISBN: 0521191599     ISBN-13: 9780521191593
Publisher: Cambridge University Press
OUR PRICE: $112.10  

Binding Type: Hardcover - See All Available Formats & Editions
Published: October 2010
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Additional Information
BISAC Categories:
- Computers | Programming - Algorithms
Dewey: 518.282
LCCN: 2010015151
Physical Information: 1.4" H x 6.9" W x 9.8" L (2.7 lbs) 618 pages
Features: Bibliography, Illustrated, Index, Table of Contents
 
Descriptions, Reviews, Etc.
Publisher Description:
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.

Contributor Bio(s): Dick, Josef: - Josef Dick is a lecturer in the School of Mathematics and Statistics at the University of New South Wales, Australia.Pillichshammer, Friedrich: - Friedrich Pillichshammer is a Professor in the Institute for Financial Mathematics at the University of Linz, Austria.
 
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