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Strategies for Quasi-Monte Carlo

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Pages
412 pages
Reading time
15 hours

More about the book

The book delves into advanced techniques for quasi-Monte Carlo methods, focusing on their application in numerical integration and high-dimensional problems. It explores the theoretical foundations, including discrepancy theory and point sets, while also providing practical strategies for implementing these methods effectively. The text is enriched with examples and case studies, making it suitable for researchers and practitioners in fields like finance, engineering, and statistics who seek to enhance their computational efficiency and accuracy.

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Strategies for Quasi-Monte Carlo, Bennett L. Fox

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Released
1999
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(Hardcover)
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