Uniform Distribution and Quasi-Monte Carlo Methods: Discrepancy, Integration and Applications

Published by De Gruyter 2014

Uniform Distribution and Quasi-Monte Carlo Methods

Discrepancy, Integration and Applications

Edited by: Peter Kritzer , Harald Niederreiter , Friedrich Pillichshammer and Arne Winterhof
With contributions by: Christoph Aistleitner , Jozsef Beck , Dmitriy Bilyk , Josef Dick , Michael Drmota , Henri Faure , Peter Hellekalek , Gerhard Larcher , Gunther Leobacher , Dirk Nuyens and Henryk Wozniakowski

Volume 15 in the series Radon Series on Computational and Applied Mathematics

https://doi.org/10.1515/9783110317930

Overview
Contents

About this book

This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013.

The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology.

The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.

Author / Editor information

Peter Kritzer, Harald Niederreiter, Friedrich Pillichshammer, and Arne Winterhof, JKU Linz, Austria.

Supplementary Materials

Contents

Topics

Frontmatter Publicly Available Download PDF	i
Preface Requires Authentication Unlicensed Licensed Download PDF	v
Contents Publicly Available Download PDF	vii
Metric number theory, lacunary series and systems of dilated functions Christoph Aistleitner Requires Authentication Unlicensed Licensed Download PDF	1
Strong uniformity József Beck Requires Authentication Unlicensed Licensed Download PDF	17
Discrepancy theory and harmonic analysis Dmitriy Bilyk Requires Authentication Unlicensed Licensed Download PDF	45
Explicit constructions of point sets and sequences with low discrepancy Josef Dick and Friedrich Pillichshammer Requires Authentication Unlicensed Licensed Download PDF	63
Subsequences of automatic sequences and uniform distribution Michael Drmota Requires Authentication Unlicensed Licensed Download PDF	87
On Atanassov’s methods for discrepancy bounds of low-discrepancy sequences Henri Faure Requires Authentication Unlicensed Licensed Download PDF	105
The hybrid spectral test: a unifying concept Peter Hellekalek Requires Authentication Unlicensed Licensed Download PDF	127
Tractability of multivariate analytic problems Peter Kritzer, Friedrich Pillichshammer and Henryk Woźniakowski Requires Authentication Unlicensed Licensed Download PDF	147
Discrepancy estimates for sequences: new results and open problems Gerhard Larcher Requires Authentication Unlicensed Licensed Download PDF	171
A short introduction to quasi-Monte Carlo option pricing Gunther Leobacher Requires Authentication Unlicensed Licensed Download PDF	191
The construction of good lattice rules and polynomial lattice rules Dirk Nuyens Requires Authentication Unlicensed Licensed Download PDF	223
Index Requires Authentication Unlicensed Licensed Download PDF	257
Backmatter Requires Authentication Unlicensed Licensed Download PDF	259

(Deutsch)

Language: English
Publisher: De Gruyter
Audience: Researchers in Mathematics, Finance, Biology, and Computer Science; Academic libraries.
Pages
- Front matter: 10
- Main content: 259
Illustrations
- Tables: 1
Keywords: Quasi-Monte-Carlo-Methode; Gleichmäßige Verteilung

eBook

Published: June 23, 2014
ISBN: 9783110317930

Hardcover

Published: May 26, 2014
ISBN: 9783110317893