Random Number Generation And Quasi Monte Carlo Methods
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Random Number Generation And Quasi Monte Carlo Methods
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Author : Harald Niederreiter
language : en
Publisher: SIAM
Release Date : 1992-01-01
Random Number Generation And Quasi Monte Carlo Methods written by Harald Niederreiter and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-01-01 with Mathematics categories.
This volume contains recent work in uniform pseudorandom number generation and quasi-Monte Carlo methods, and stresses the interplay between them.
Random Number Generation And Quasi Monte Carlo Methods
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Author : Harald Niederreiter
language : en
Publisher: SIAM
Release Date : 1992-01-01
Random Number Generation And Quasi Monte Carlo Methods written by Harald Niederreiter and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-01-01 with Mathematics categories.
Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists.
Random Number Generation And Monte Carlo Methods
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Author : James E. Gentle
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Random Number Generation And Monte Carlo Methods written by James E. Gentle and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Computers categories.
The role of Monte Carlo methods and simulation in all of the sciences has in creased in importance during the past several years. These methods are at the heart of the rapidly developing subdisciplines of computational physics, compu tational chemistry, and the other computational sciences. The growing power of computers and the evolving simulation methodology have led to the recog nition of computation as a third approach for advancing the natural sciences, together with theory and traditional experimentation. Monte Carlo is also a fundamental tool of computational statistics. At the kernel of a Monte Carlo or simulation method is random number generation. Generation of random numbers is also at the heart of many standard statis tical methods. The random sampling required in most analyses is usually done by the computer. The computations required in Bayesian analysis have become viable because of Monte Carlo methods. This has led to much wider applications of Bayesian statistics, which, in turn, has led to development of new Monte Carlo methods and to refinement of existing procedures for random number generation.
Random Number Generation And Monte Carlo Methods
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Author : James E. Gentle
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-18
Random Number Generation And Monte Carlo Methods written by James E. Gentle and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-18 with Computers categories.
Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These "pseudorandom" numbers must pass statistical tests just as random samples would. Methods for producing pseudorandom numbers and transforming those numbers to simulate samples from various distributions are among the most important topics in statistical computing. This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. The book covers basic principles, as well as newer methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. The best methods for generating random variates from the standard distributions are presented, but also general techniques useful in more complicated models and in novel settings are described. The emphasis throughout the book is on practical methods that work well in current computing environments. The book includes exercises and can be used as a test or supplementary text for various courses in modern statistics. It could serve as the primary test for a specialized course in statistical computing, or as a supplementary text for a course in computational statistics and other areas of modern statistics that rely on simulation. The book, which covers recent developments in the field, could also serve as a useful reference for practitioners. Although some familiarity with probability and statistics is assumed, the book is accessible to a broad audience. The second edition is approximately 50% longer than the first edition. It includes advances in methods for parallel random number generation, universal methods for generation of nonuniform variates, perfect sampling, and software for random number generation.
Monte Carlo And Quasi Monte Carlo Methods In Scientific Computing
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Author : Harald Niederreiter
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Monte Carlo And Quasi Monte Carlo Methods In Scientific Computing written by Harald Niederreiter and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests include the theory and application of these methods. This volume provides a timely survey of this field and the new directions in which the field is moving.
Monte Carlo And Quasi Monte Carlo Methods 2000
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Author : Kai-Tai Fang
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-28
Monte Carlo And Quasi Monte Carlo Methods 2000 written by Kai-Tai Fang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-28 with Mathematics categories.
This book represents the refereed proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Hong Kong Baptist University in 2000. An important feature are invited surveys of the state-of-the-art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active field.
Monte Carlo And Quasi Monte Carlo Methods 1996
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Author : Harald Niederreiter
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Monte Carlo And Quasi Monte Carlo Methods 1996 written by Harald Niederreiter and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.
Monte Carlo And Quasi Monte Carlo Methods 2006
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Author : Alexander Keller
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-30
Monte Carlo And Quasi Monte Carlo Methods 2006 written by Alexander Keller and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-30 with Mathematics categories.
This book presents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm, Germany, in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications. They also provide information on current research in these very active areas.
Monte Carlo Methods
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Author : Malvin H. Kalos
language : en
Publisher: John Wiley & Sons
Release Date : 2008-10-20
Monte Carlo Methods written by Malvin H. Kalos and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-20 with Science categories.
This introduction to Monte Carlo methods seeks to identify and study the unifying elements that underlie their effective application. Initial chapters provide a short treatment of the probability and statistics needed as background, enabling those without experience in Monte Carlo techniques to apply these ideas to their research. The book focuses on two basic themes: The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modeling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on this example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrodinger equation by random walks. The text includes sample problems that readers can solve by themselves to illustrate the content of each chapter. This is the second, completely revised and extended edition of the successful monograph, which brings the treatment up to date and incorporates the many advances in Monte Carlo techniques and their applications, while retaining the original elementary but general approach.
Monte Carlo And Quasi Monte Carlo Methods 2008
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Author : Pierre L' Ecuyer
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-01-14
Monte Carlo And Quasi Monte Carlo Methods 2008 written by Pierre L' Ecuyer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-14 with Mathematics categories.
This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasi-Monte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasi-Monte Carlo research.