Uniform Distribution and Quasi-Monte Carlo Methods : : Discrepancy, Integration and Applications / / ed. by Peter Kritzer, Harald Niederreiter, Friedrich Pillichshammer, Arne Winterhof.

This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions,...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1
MitwirkendeR:
HerausgeberIn:
Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2014]
©2014
Year of Publication:2014
Language:English
Series:Radon Series on Computational and Applied Mathematics , 15
Online Access:
Physical Description:1 online resource (259 p.)
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Table of Contents:
  • Frontmatter
  • Preface
  • Contents
  • Metric number theory, lacunary series and systems of dilated functions
  • Strong uniformity
  • Discrepancy theory and harmonic analysis
  • Explicit constructions of point sets and sequences with low discrepancy
  • Subsequences of automatic sequences and uniform distribution
  • On Atanassov’s methods for discrepancy bounds of low-discrepancy sequences
  • The hybrid spectral test: a unifying concept
  • Tractability of multivariate analytic problems
  • Discrepancy estimates for sequences: new results and open problems
  • A short introduction to quasi-Monte Carlo option pricing
  • The construction of good lattice rules and polynomial lattice rules
  • Index
  • Backmatter