Spectral Models of Random Fields in Monte Carlo Methods / / S. M. Prigarin.
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Superior document: | Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART2 |
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2019] ©2001 |
Year of Publication: | 2019 |
Edition: | Reprint 2018 |
Language: | English |
Online Access: | |
Physical Description: | 1 online resource (198 p.) |
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Other title: | Frontmatter -- Preface -- Contents -- Chapter 1. Approximate Modelling of Homogeneous Gaussian Fields on the Basis of Spectral Decomposition -- Chapter 2. Spectral Models for Vector-Valued Fields -- Chapter 3. Convergence of Spectral Models of Random Fields in Monte Carlo Methods -- Chapter 4. On Optimization and Convergence of Functional Monte Carlo Estimators -- Appendix A. Gaussian Distributions: Properties and Simulation -- Appendix Β. Solution of Boundary Value Problems for Linear Systems of Stochastic Differential Equations -- Appendix C. On Interpolation of Positive Definite Functions and Stationary Random Sequences -- Appendix D. Coding of Multiplicative Pseudorandom Number Generators -- Bibliography -- Notation -- Index |
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Format: | Mode of access: Internet via World Wide Web. |
ISBN: | 9783110941982 9783110238563 9783110238471 9783110637205 |
DOI: | 10.1515/9783110941982 |
Access: | restricted access |
Hierarchical level: | Monograph |
Statement of Responsibility: | S. M. Prigarin. |