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Strategies for Quasi-Monte Carlo
Bennett L. Fox
€ 181.90
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Description for Strategies for Quasi-Monte Carlo
paperback. Series: International Series in Operations Research & Management Science. Num Pages: 368 pages, biography. BIC Classification: KJT; PBF; PBT; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 21. Weight in Grams: 623.
Strategies for Quasi-Monte Carlo builds a framework to design and analyze strategies for randomized quasi-Monte Carlo (RQMC). One key to efficient simulation using RQMC is to structure problems to reveal a small set of important variables, their number being the effective dimension, while the other variables collectively are relatively insignificant. Another is smoothing. The book provides many illustrations of both keys, in particular for problems involving Poisson processes or Gaussian processes. RQMC beats grids by a huge margin. With low effective dimension, RQMC is an order-of-magnitude more efficient than standard Monte ... Read more
Strategies for Quasi-Monte Carlo builds a framework to design and analyze strategies for randomized quasi-Monte Carlo (RQMC). One key to efficient simulation using RQMC is to structure problems to reveal a small set of important variables, their number being the effective dimension, while the other variables collectively are relatively insignificant. Another is smoothing. The book provides many illustrations of both keys, in particular for problems involving Poisson processes or Gaussian processes. RQMC beats grids by a huge margin. With low effective dimension, RQMC is an order-of-magnitude more efficient than standard Monte ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag New York Inc. United States
Number of pages
368
Condition
New
Series
International Series in Operations Research & Management Science
Number of Pages
368
Place of Publication
New York, NY, United States
ISBN
9781461373797
SKU
V9781461373797
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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