دانلود کتاب Monte Carlo and Quasi-Monte Carlo Methods 2002: Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25–28, 2002

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Front Matter....Pages I-XIX
Finance: A Fertile Field for Applications of MC and QMC....Pages 1-26
How Many Random Bits Do We Need for Monte Carlo Integration?....Pages 27-49
On Tractability of Weighted Integration for Certain Banach Spaces of Functions....Pages 51-71
Polynomial Integration Lattices....Pages 73-98
Approximate Bayesian Computation and MCMC....Pages 99-113
New Challenges for the Simulation of Stochastic Processes....Pages 115-127
Stochastic Models and Monte Carlo Algorithms for Boltzmann Type Equations....Pages 129-153
Digital Nets, Duality, and Algebraic Curves....Pages 155-166
Generalized Mersenne Prime Number and Its Application to Random Number Generation....Pages 167-180
Constructing Good Lattice Rules with Millions of Points....Pages 181-197
Lattice Structure of Nonlinear Pseudorandom Number Generators in Parts of the Period....Pages 199-211
Simulation for American Options: Regression Now or Regression Later?....Pages 213-226
Perturbation Monte Carlo Methods for the Solution of Inverse Problems....Pages 227-241
Quantum Boolean Summation with Repetitions in the Worst-Average Setting....Pages 243-258
The Strong Tractability of Multivariate Integration Using Lattice Rules....Pages 259-273
Minimizing Effective Dimension Using Linear Transformation....Pages 275-292
Component by Component Construction of Rank-1 Lattice Rules Having O ( n -1 (In( n )) d ) Star Discrepancy....Pages 293-298
Stratification by Rank-1 Lattices....Pages 299-313
Walsh Series Analysis of the Star Discrepancy of Digital Nets and Sequences....Pages 315-327
Quasi-Monte Carlo Methods for Estimating Transient Measures of Discrete Time Markov Chains....Pages 329-343
Quasi-Monte Carlo Methods for Elliptic BVPs....Pages 345-355
Stable Connectivity of Networks and Its Monte Carlo Estimation....Pages 357-366
Using Quasi-Monte Carlo Scenarios in Risk Management....Pages 367-377
Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS....Pages 379-392
When Does Monte Carlo Depend Polynomially on the Number of Variables?....Pages 393-406
A New Adaptive Method for Geometric Convergence....Pages 407-437
Polynomial Arithmetic Analogue of Hickernell Sequences....Pages 439-449
....Pages 451-459