Spectral Models of Random Fields in Monte Carlo Methods /

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

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Bibliographic Details
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
Online Access:
Physical Description:1 online resource (198 p.)
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Table of Contents:
  • 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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