Spectral Models of Random Fields in Monte Carlo Methods / / S. M. Prigarin.

• Superior document: Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART2
• VerfasserIn: Prigarin, S. M.,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2019]; ©2001
• Year of Publication: 2019
• Edition: Reprint 2018
• Language: English
• Physical Description: 1 online resource (198 p.)
• 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
• 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.