skip to content
Digital nets and sequences : discrepancy and quasi-Monte Carlo integration Preview this item
ClosePreview this item
Checking...

Digital nets and sequences : discrepancy and quasi-Monte Carlo integration

Author: J Dick; Friedrich Pillichshammer
Publisher: New York, NY : Cambridge University Press, 2010.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
"This book is a comprehensive treatment of contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory which 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  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Document Type: Book
All Authors / Contributors: J Dick; Friedrich Pillichshammer
ISBN: 9780521191593 0521191599
OCLC Number: 601112925
Description: xvii, 600 pages : illustrations ; 26 cm
Contents: Machine generated contents note: Preface; Notation; 1. Introduction; 2. Quasi-Monte Carlo integration, discrepancy and reproducing kernel Hilbert spaces; 3. Geometric discrepancy; 4. Nets and sequences; 5. Discrepancy estimates and average type results; 6. Connections to other discrete objects; 7. Duality Theory; 8. Special constructions of digital nets and sequences; 9. Propagation rules for digital nets; 10. Polynomial lattice point sets; 11. Cyclic digital nets and hyperplane nets; 12. Multivariate integration in weighted Sobolev spaces; 13. Randomisation of digital nets; 14. The decay of the Walsh coefficients of smooth functions; 15. Arbitrarily high order of convergence of the worst-case error; 16. Explicit constructions of point sets with best possible order of L2-discrepancy; Appendix A. Walsh functions; Appendix B. Algebraic function fields; References; Index.
Responsibility: Josef Dick, Friedrich Pillichshammer.
More information:

Abstract:

An introduction to contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory. Includes many exercises, examples and illustrations.  Read more...

Reviews

Editorial reviews

Publisher Synopsis

"It will give readers the confidence that their estimates of variance are tractable, and they can therefore use quasi-Monte Carlo (QMC) integration to do the software engineering tradeoff analysis Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.

Similar Items

Related Subjects:(5)

User lists with this item (2)

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/601112925> # Digital nets and sequences : discrepancy and quasi-Monte Carlo integration
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "601112925" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/803069798#Place/new_york_ny> ; # New York, NY
   schema:about <http://id.worldcat.org/fast/1036197> ; # Nets (Mathematics)
   schema:about <http://id.worldcat.org/fast/893686> ; # Digital filters (Mathematics)
   schema:about <http://id.worldcat.org/fast/1025819> ; # Monte Carlo method
   schema:about <http://dewey.info/class/518.282/e22/> ;
   schema:about <http://id.worldcat.org/fast/1041299> ; # Numerical integration
   schema:about <http://id.worldcat.org/fast/1112884> ; # Sequences (Mathematics)
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://experiment.worldcat.org/entity/work/data/803069798#Person/pillichshammer_friedrich> ; # Friedrich Pillichshammer
   schema:creator <http://viaf.org/viaf/88529818> ; # Josef Dick
   schema:datePublished "2010" ;
   schema:description ""This book is a comprehensive treatment of contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory which 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 llustrations"--"@en ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/803069798> ;
   schema:image <http://assets.cambridge.org/97805211/91593/cover/9780521191593.jpg> ;
   schema:inLanguage "en" ;
   schema:name "Digital nets and sequences : discrepancy and quasi-Monte Carlo integration"@en ;
   schema:productID "601112925" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/601112925#PublicationEvent/new_york_ny_cambridge_university_press_2010> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/803069798#Agent/cambridge_university_press> ; # Cambridge University Press
   schema:workExample <http://worldcat.org/isbn/9780521191593> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/601112925> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/803069798#Agent/cambridge_university_press> # Cambridge University Press
    a bgn:Agent ;
   schema:name "Cambridge University Press" ;
    .

<http://experiment.worldcat.org/entity/work/data/803069798#Person/pillichshammer_friedrich> # Friedrich Pillichshammer
    a schema:Person ;
   schema:familyName "Pillichshammer" ;
   schema:givenName "Friedrich" ;
   schema:name "Friedrich Pillichshammer" ;
    .

<http://id.worldcat.org/fast/1025819> # Monte Carlo method
    a schema:Intangible ;
   schema:name "Monte Carlo method"@en ;
    .

<http://id.worldcat.org/fast/1036197> # Nets (Mathematics)
    a schema:Intangible ;
   schema:name "Nets (Mathematics)"@en ;
    .

<http://id.worldcat.org/fast/1041299> # Numerical integration
    a schema:Intangible ;
   schema:name "Numerical integration"@en ;
    .

<http://id.worldcat.org/fast/1112884> # Sequences (Mathematics)
    a schema:Intangible ;
   schema:name "Sequences (Mathematics)"@en ;
    .

<http://id.worldcat.org/fast/893686> # Digital filters (Mathematics)
    a schema:Intangible ;
   schema:name "Digital filters (Mathematics)"@en ;
    .

<http://viaf.org/viaf/88529818> # Josef Dick
    a schema:Person ;
   schema:familyName "Dick" ;
   schema:givenName "Josef" ;
   schema:givenName "J." ;
   schema:name "Josef Dick" ;
    .

<http://worldcat.org/isbn/9780521191593>
    a schema:ProductModel ;
   schema:isbn "0521191599" ;
   schema:isbn "9780521191593" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.