Isbn: 9783032054456 - introduction to quasi-monte carlo integration and applications (compact textbooks in mathematics) (2 Ergebnisse)

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook offers a comprehensive introduction to quasi-Monte Carlo methods and several of their applications. Throughout, the authors use modern concepts and notations to provide an overview of how the theory behind quasi-Monte Carlo methods developed. While the main focus of this text is on the theory, it also explores several applications with a particular emphasis on financial problems.This second edition contains substantial revisions and additions, including several new sections that more thoroughly cover weighted problems. New sections include coverage of the weighted Koksma-Hlawka inequality, weighted discrepancy of lattice point sets and tractability properties, polynomial lattice point sets, and more. In addition, the authors have corrected minor errors from the first edition and updated the bibliography and 'Further reading' sections.Introduction to Quasi-Monte Carlo Integration and Applicationsis suitable for advanced undergraduate students in mathematics and computer science. Readers should possess a basic knowledge of algebra, calculus, linear algebra, and probability theory. It may also be used for self-study or as a reference for researchers interested in the area.…

Taschenbuch. Zustand: Neu. Introduction to Quasi-Monte Carlo Integration and Applications | Gunther Leobacher (u. a.) | Taschenbuch | xviii | Englisch | 2026 | Birkhäuser | EAN 9783032054456 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…