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
9781461552215
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

Atlas of Karst Collapses

$249.99

The Rubber Tree Genome

$199.99

Die Psychologie des Steuerzahlens

$24.99

Yay for Vaycay! (Pug Pals #2) (Hardcover)

$7.49

Diagnose-Schock: Krebs

$24.99

Die Ablsung und Regelung der Waldgrundgerechtigkeiten

$79.99

Pdagogik des gesellschaftlichen Ausnahmezustandes

$89.99

Foundations and Practice of Security

$54.99

SCO UNIX von Anfang an

$49.99

Faculty Development in Chinese Higher Education

$99.99

Die geheimnisvollen Visionen des Herrn S

$44.99

Retroviral Immunology

$169.99

Neural Information Processing: Research and Development

$169.99

Passive Mikrowellenradiometrie

$84.99

Algebraic Aspects of Integrable Systems

$39.99

Proceedings of the International Conference on Data Engineering and Communication Technology

$219.99

Internetnutzung von Jugendlichen fr einen Auslandsjugendaustausch

$54.99

Reactions to Psychotropic Medication

$39.99

Renegotiating Film Genres in East Asian Cinemas and Beyond

$139.99

Immunological and Clinical Aspects of Allergy

$39.99

Little Fires Everywhere by Celeste Ng

$17.00

Wireless Web Development

$39.95

Media and Politics in Post-Authoritarian Mexico

$159.99

Du studierst doch Medizin, sag mal ..

$17.99

Acute Coronary Syndrome

$84.99

Forests and Rural Development

$129.00

Handbook of Quantitative Methods for Educational Research

$49.99

Assessing George W. Bush's Legacy

$54.99

Addition & Subtraction to Grade K Differentiation Pack

$5.99

Mast Cell Biology

$219.99

Zur Geschichte der Geophysik

$44.99

Advances in Theory and Practice of Computational Mechanics

$189.00

The Mesonephros of Cat and Sheep

$109.99

Latin America in the International Economy

$129.00

Elementary Particles and Their Interactions

$109.99

Multiracial Identity

$109.99

Theonome Anthropologie?

$54.99

Chiroptera

$449.99

Autonome Mobile Systeme 2001

$54.99

Soundscape Ecology

$249.99