Uniform Distribution and Quasi-Monte Carlo Methods

Uniform Distribution and Quasi-Monte Carlo Methods

Discrepancy, Integration and Applications

by Harald Niederreiter, Peter Kritzer, Friedrich Pillichshammer, Arne Winterhof

269 pages· 2014· ISBN 9783110317930
About
The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology.

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