Monte Carlo and Quasi-Monte Carlo Methods 2000: Proceedings of a Conference held at Hong Kong Baptist University, Hong Kong SAR, China, November 27 – December 1, 2000
Kai-Tai Fang, Fred J. Hickernell, Harald Niederreiter
Springer Science & Business Media, Jan 22, 2002 - Mathematics - 548 pages
This volume represents the refereed proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2000) which was held at Hong Kong Baptist Uni versity from November 27 to December 1, 2000. The program of this con ference was arranged by a committee consisting of Kurt Binder (Univer sitat Mainz), Kai-Tai Fang (Hong Kong Baptist University, co-chair), Rus sel Caflisch (University of California at Los Angeles), George S. Fishman (University of North Carolina), Masanori Fushimi (Nanzan University), Paul Glasserman (Columbia University), Fred J. Hickernell (Hong Kong Baptist University), Pierre L'Ecuyer (Universite de Montreal), Harald Niederreiter (National University of Singapore, co-chair), Art B. Owen (Stanford Univer sity), Ian H. Sloan (University of New South Wales), Jerome Spanier (Clare mont Graduate University), Yuan Wang (Chinese Academy of Sciences), and Henryk Wozniakowski (Columbia University and University of Warsaw). The local arrangements were in the hands of an organizing committee compris ing Wai-Yan Cheng (City University of Hong Kong), Kai-Tai Fang (Hong Kong Baptist University, co-chair), Minggao Gu (Chinese University of Hong Kong), Fred J. Hickernell (Hong Kong Baptist University, co-chair) , Irwin King (Chinese University of Hong Kong), Yue-Kuen Kwok (Hong Kong Uni versity of Science and Technology), Li-Zhi Liao (Hong Kong Baptist Univer sity), and Lei-Han Tang (Hong Kong Baptist University).
What people are saying - Write a review
We haven't found any reviews in the usual places.
Other editions - View all
algorithm applied approximation Asian option asymptotic Carlo and Quasi-Monte components computing consider construction control variates convergence rate correlation covariance D-optimal defined denoted density Department of Mathematics deterministic dimensional discrepancy distribution effective dimension efficient equation equidistribution estimator example exponential factorial designs factors Fang Faure sequences finite function given Halton sequence Hickernell Hilbert space Hong Kong Hong Kong Baptist integrand integration inversive Ising model Kong Baptist University Kowloon Tong lattice rules Lemma linear low-discrepancy sequences lower bound Markov chain Math matrix minimum aberration Monte Carlo methods multicanonical Niederreiter nonlinear obtained optimal option orthogonal paper parameters permutations Phys polynomial problem processors proof pseudorandom pseudorandom numbers quadrature quantum Quasi-Monte Carlo Methods quasirandom random numbers random variable random walk recursion regression regular fractions s)-sequences simulation space Springer Statistics stochastic Theorem theory tion variance vector Wang wavelet weight zero