Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Strategies for Quasi-Monte Carlo

Strategies for Quasi-Monte Carlo

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780792385806
Condition
New
Product Description

Strategies for Quasi-Monte Carlo builds a framework to design and analyze strategies for randomized quasi-Monte Carlo (RQMC). One key to efficient simulation using RQMC is to structure problems to reveal a small set of important variables, their number being the effective dimension, while the other variables collectively are relatively insignificant. Another is smoothing. The book provides many illustrations of both keys, in particular for problems involving Poisson processes or Gaussian processes. RQMC beats grids by a huge margin. With low effective dimension, RQMC is an order-of-magnitude more efficient than standard Monte Carlo. With, in addition, certain smoothness - perhaps induced - RQMC is an order-of-magnitude more efficient than deterministic QMC. Unlike the latter, RQMC permits error estimation via the central limit theorem. For random-dimensional problems, such as occur with discrete-event simulation, RQMC gets judiciously combined with standard Monte Carlo to keep memory requirements bounded. This monograph has been designed to appeal to a diverse audience, including those with applications in queueing, operations research, computational finance, mathematical programming, partial differential equations (both deterministic and stochastic), and particle transport, as well as to probabilists and statisticians wanting to know how to apply effectively a powerful tool, and to those interested in numerical integration or optimization in their own right. It recognizes that the heart of practical application is algorithms, so pseudocodes appear throughout the book. While not primarily a textbook, it is suitable as a supplementary text for certain graduate courses. As a reference, it belongs on the shelf of everyone with a serious interest in improving simulation efficiency. Moreover, it will be a valuable reference to all those individuals interested in improving simulation efficiency with more than incremental increases.

Available Colors
Available Sizes
1 Offer Price Range: $129.00 - $129.00
BEST PRICE

Single Product Purchase

$129.00
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$129.00 $129.00

$129.00
See Site In stock Visit Store

Similar Products

Wireless Technology

$169.99

Neue Wege der bayerischen Landesgeschichte

$29.99

Dangerous Materials: Control, Risk Prevention and Crisis Management

$129.00

Fourth Industrial Revolution and Business Dynamics

$44.99

Kolmogorov Operators and Their Applications

$149.00

Die Agonszenen bei Euripides

$39.99

Vademecum fr den An- und Verkauf von Apotheken

$54.99

Distinguished Figures in Mechanism and Machine Science: Their Contributions and Legacies

$109.99

Controlling in mittelstndischen Unternehmen in Russland

$64.99

Agriculturally Important Microbes for Sustainable Agriculture

$169.99

Handbook of Force Transducers

$219.99

Chancen bilden

$39.99

Semantics from Different Points of View

$39.99

Formal Techniques for Distributed Objects, Components, and Systems

$59.99

Shades of Goodness

$54.99

Wettbewerbsfaktor Zeit in Produktionsunternehmen

$84.99

Vascular Neurology Board Review

$89.00

Molecular Basis of Neurological Disorders and Their Treatment

$219.99

Ornamental Crops

$379.99

Occupational Therapy for Older People

$89.99

Vernunft, Wissen, Glaube

$89.00

Elements of STIL

$169.99

Inorganic Biochemistry II

$84.99

Flood Response and Crisis Management in Western Europe

$109.99

Die Landtagswahl Bayern

$74.99

A Basic Course in Probability Theory

$79.99

Anerkennungsarena Amt

$54.99

Mineralgerbung und andere nicht rein pflanzliche Gerbungsarten

$84.99

Lineare Planungsrechnung und Netzplantechnik

$59.99

Kind und Karriere es geht beides!

$29.99

Internet-based Control Systems

$129.00

El gallo que no se callaba! / The Rooster Who Would Not Be Quiet! (Hardcover)

$13.49

Light Scattering in Solids III

$39.99

Zielprogramm und Entscheidungsproze in der Unternehmung

$59.99

Deutsch-sterreichisch-Schweizerische Unfalltagung in Bern

$69.99

Aufwachsen mit Medien

$17.99

Economies of scale in manufacturing location

$54.99

Energy Saving in Buildings

$129.00

The Crisis in Sociology

$109.99

Languages and the First World War: Communicating in a Transnational War

$139.99