Randomization Of Lattice Rules For Numerical Multiple Integration
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Randomization Of Lattice Rules For Numerical Multiple Integration
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Author :
language : en
Publisher:
Release Date : 1990
Randomization Of Lattice Rules For Numerical Multiple Integration written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with categories.
Lattice Methods For Multiple Integration
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Author : I. H. Sloan
language : en
Publisher: Oxford University Press
Release Date : 1994
Lattice Methods For Multiple Integration written by I. H. Sloan and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Mathematics categories.
This is the first book devoted to lattice methods, a recently developed way of calculating multiple integrals in many variables. Multiple integrals of this kind arise in fields such as quantum physics and chemistry, statistical mechanics, Bayesian statistics and many others. Lattice methods are an effective tool when the number of integrals are large. The book begins with a review of existing methods before presenting lattice theory in a thorough, self-contained manner, with numerous illustrations and examples. Group and number theory are included, but the treatment is such that no prior knowledge is needed. Not only the theory but the practical implementation of lattice methods is covered. An algorithm is presented alongside tables not available elsewhere, which together allow the practical evaluation of multiple integrals in many variables. Most importantly, the algorithm produces an error estimate in a very efficient manner. The book also provides a fast track for readers wanting to move rapidly to using lattice methods in practical calculations. It concludes with extensive numerical tests which compare lattice methods with other methods, such as the Monte Carlo.
Lattice Rules
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Author : Josef Dick
language : en
Publisher: Springer Nature
Release Date : 2022-08-24
Lattice Rules written by Josef Dick and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-08-24 with Mathematics categories.
Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.
Construction Of Lattice Rules For Multiple Integration Based On A Weighted Discrepancy
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Author : Vasile Sinescu
language : en
Publisher:
Release Date : 2008
Construction Of Lattice Rules For Multiple Integration Based On A Weighted Discrepancy written by Vasile Sinescu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Lattice theory categories.
Lattice Rules For Multiple Integration And Discrepance
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Author : Harald Niederreiter
language : en
Publisher:
Release Date : 1989
Lattice Rules For Multiple Integration And Discrepance written by Harald Niederreiter and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Lattice theory categories.
The Generation Of Lattice Points For Numerical Multiple Integration
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Author : Stephen Joe
language : en
Publisher:
Release Date : 1987
The Generation Of Lattice Points For Numerical Multiple Integration written by Stephen Joe and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Lattice theory categories.
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.
Computation Of Multivariate Normal And T Probabilities
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Author : Alan Genz
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-07-09
Computation Of Multivariate Normal And T Probabilities written by Alan Genz 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 2009-07-09 with Computers categories.
Multivariate normal and t probabilities are needed for statistical inference in many applications. Modern statistical computation packages provide functions for the computation of these probabilities for problems with one or two variables. This book describes recently developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. The book discusses methods for specialized problems as well as methods for general problems. The book includes examples that illustrate the probability computations for a variety of applications.
Computational And Algorithmic Problems In Finite Fields
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Author : Igor Shparlinski
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Computational And Algorithmic Problems In Finite Fields written by Igor Shparlinski 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.
This volume presents an exhaustive treatment of computation and algorithms for finite fields. Topics covered include polynomial factorization, finding irreducible and primitive polynomials, distribution of these primitive polynomials and of primitive points on elliptic curves, constructing bases of various types, and new applications of finite fields to other araes of mathematics. For completeness, also included are two special chapters on some recent advances and applications of the theory of congruences (optimal coefficients, congruential pseudo-random number generators, modular arithmetic etc.), and computational number theory (primality testing, factoring integers, computing in algebraic number theory, etc.) The problems considered here have many applications in computer science, coding theory, cryptography, number theory and discrete mathematics. The level of discussion presuppose only a knowledge of the basic facts on finite fields, and the book can be recommended as supplementary graduate text. For researchers and students interested in computational and algorithmic problems in finite fields.
Multivariate T Distributions And Their Applications
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Author : Samuel Kotz
language : en
Publisher: Cambridge University Press
Release Date : 2004-02-16
Multivariate T Distributions And Their Applications written by Samuel Kotz and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-02-16 with Mathematics categories.
Almost all the results available in the literature on multivariate t-distributions published in the last 50 years are now collected together in this comprehensive reference. Because these distributions are becoming more prominent in many applications, this book is a must for any serious researcher or consultant working in multivariate analysis and statistical distributions. Much of this material has never before appeared in book form. The first part of the book emphasizes theoretical results of a probabilistic nature. In the second part of the book, these are supplemented by a variety of statistical aspects. Various generalizations and applications are dealt with in the final chapters. The material on estimation and regression models is of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.