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Random and Quasi-random Point Sets
. Ed(S): Hellekalek, Peter; Larcher, Gerhard
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Description for Random and Quasi-random Point Sets
paperback. These topics are of theoretical and applied interest in mathematics and statistics. There are applications to mathematical finance, cryptology, and applied statistics. This research-level monograph surveys the theoretical and applied aspects. Editor(s): Hellekalek, Peter; Larcher, Gerhard. Series: Lecture Notes in Statistics. Num Pages: 346 pages, 9 black & white illustrations, biography. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 18. Weight in Grams: 1080.
This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ("a priori") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity ... Read more
This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ("a priori") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity ... Read more
Product Details
Format
Paperback
Publication date
1998
Publisher
Springer-Verlag New York Inc. United States
Number of pages
346
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
334
Place of Publication
New York, NY, United States
ISBN
9780387985541
SKU
V9780387985541
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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