{"product_id":"9780387985541","title":"Lecture Notes in Statistics","description":"\u003ch1\u003eLecture Notes in Statistics\u003c\/h1\u003e \u003ch2\u003eHellekalek, Peter; Beck, J.; Larcher, Gerhard; Hellekalek, P.; Hickernell, P.; Larcher, G.; L'Ecuyer, P.; Niederreiter, H.; Tezuka, S.; Xing, C.\u003c\/h2\u003e \u003cp\u003eThis volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen­ erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical (\"a priori\") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional \"random\" point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver­ gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These \"quasi-random\" points are produced by deterministic algorithms and should be as \"super\"­ uniformly distributed as possible. Hence, both in uniform random number generation and in quasi-Monte Carlo methods, we study the uniformity of deterministically generated point sets in high dimensions. By a (common) abuse oflanguage, one speaks of random and quasi-random point sets. The central questions treated in this book are (i) how to generate, (ii) how to analyze, and (iii) how to apply such high-dimensional point sets.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 1998-10-09\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9780387985541\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-1-4612-1702-2\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 334\u003c\/p\u003e ","brand":"Springer New York","offers":[{"title":"Default Title","offer_id":44359129563276,"sku":"9780387985541","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780387985541.jpg?v=1775730070","url":"https:\/\/lateknightbooks.com\/products\/9780387985541","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}