Introduction to Quasi-Monte Carlo Integration and Applications
This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory....
| Main Authors: | , |
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| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Birkhäuser,
2014.
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| Edition: | 1st ed. 2014. |
| Series: | Compact Textbooks in Mathematics,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-319-03425-6 |