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Introduction to Quasi-Monte Carlo Integration and Applications
Engelsk
Bogcover for Introduction to Quasi-Monte Carlo Integration and Applications af Gunther Leobacher, Friedrich Pillichshammer, 9783032054456
Specifikationer
Sprog:
Engelsk
Sider:
245
ISBN-13:
9783032054456
Indbinding:
Paperback
ISBN-10:
3032054451
Kategori:
Udg. Dato:
23 feb 2026
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
23 feb 2026

Introduction to Quasi-Monte Carlo Integration and Applications

Engelsk
Paperback 2026
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
245
ISBN-13:
9783032054456
Indbinding:
Paperback
ISBN-10:
3032054451
Kategori:
Udg. Dato:
23 feb 2026
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
23 feb 2026
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