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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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