Random And Quasi Random Point Sets
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Author |
: Peter Hellekalek |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 345 |
Release |
: 2012-12-06 |
ISBN-10 |
: 9781461217022 |
ISBN-13 |
: 1461217024 |
Rating |
: 4/5 (22 Downloads) |
Synopsis Random and Quasi-Random Point Sets by : Peter Hellekalek
This 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.
Author |
: Harald Niederreiter |
Publisher |
: SIAM |
Total Pages |
: 247 |
Release |
: 1992-01-01 |
ISBN-10 |
: 1611970083 |
ISBN-13 |
: 9781611970081 |
Rating |
: 4/5 (83 Downloads) |
Synopsis Random Number Generation and Quasi-Monte Carlo Methods by : Harald Niederreiter
Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists.
Author |
: Peter Hellekalek |
Publisher |
: Springer |
Total Pages |
: 334 |
Release |
: 1998-10-09 |
ISBN-10 |
: 0387985549 |
ISBN-13 |
: 9780387985541 |
Rating |
: 4/5 (49 Downloads) |
Synopsis Random and Quasi-Random Point Sets by : Peter Hellekalek
This 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.
Author |
: Harald Niederreiter |
Publisher |
: SIAM |
Total Pages |
: 243 |
Release |
: 1992-01-01 |
ISBN-10 |
: 9780898712957 |
ISBN-13 |
: 0898712955 |
Rating |
: 4/5 (57 Downloads) |
Synopsis Random Number Generation and Quasi-Monte Carlo Methods by : Harald Niederreiter
This volume contains recent work in uniform pseudorandom number generation and quasi-Monte Carlo methods, and stresses the interplay between them.
Author |
: Susanne Albers |
Publisher |
: Springer |
Total Pages |
: 440 |
Release |
: 2009-09-01 |
ISBN-10 |
: 9783642034565 |
ISBN-13 |
: 364203456X |
Rating |
: 4/5 (65 Downloads) |
Synopsis Efficient Algorithms by : Susanne Albers
This Festschrift volume, published in honor of Kurt Mehlhorn on the occasion of his 60th birthday, contains 28 papers that demonstrate how the field of algorithmics has developed and matured in the decades since Mehlhorn's first book on the subject in 1977.
Author |
: H Neunzert |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 386 |
Release |
: 2013-06-29 |
ISBN-10 |
: 9781475732221 |
ISBN-13 |
: 1475732228 |
Rating |
: 4/5 (21 Downloads) |
Synopsis Topics in Industrial Mathematics by : H Neunzert
Industrial Mathematics is a relatively recent discipline. It is concerned primarily with transforming technical, organizational and economic problems posed by indus try into mathematical problems; "solving" these problems byapproximative methods of analytical and/or numerical nature; and finally reinterpreting the results in terms of the original problems. In short, industrial mathematics is modelling and scientific computing of industrial problems. Industrial mathematicians are bridge-builders: they build bridges from the field of mathematics to the practical world; to do that they need to know about both sides, the problems from the companies and ideas and methods from mathematics. As mathematicians, they have to be generalists. If you enter the world of indus try, you never know which kind of problems you will encounter, and which kind of mathematical concepts and methods you will need to solve them. Hence, to be a good "industrial mathematician" you need to know a good deal of mathematics as well as ideas already common in engineering and modern mathematics with tremen dous potential for application. Mathematical concepts like wavelets, pseudorandom numbers, inverse problems, multigrid etc., introduced during the last 20 years have recently started entering the world of real applications. Industrial mathematics consists of modelling, discretization, analysis and visu alization. To make a good model, to transform the industrial problem into a math ematical one such that you can trust the prediction of the model is no easy task.
Author |
: Ronald A. DeVore |
Publisher |
: Cambridge University Press |
Total Pages |
: 418 |
Release |
: 2001-05-17 |
ISBN-10 |
: 0521003490 |
ISBN-13 |
: 9780521003490 |
Rating |
: 4/5 (90 Downloads) |
Synopsis Foundations of Computational Mathematics by : Ronald A. DeVore
Collection of papers by leading researchers in computational mathematics, suitable for graduate students and researchers.
Author |
: Peter Kritzer |
Publisher |
: Walter de Gruyter GmbH & Co KG |
Total Pages |
: 270 |
Release |
: 2014-06-23 |
ISBN-10 |
: 9783110317930 |
ISBN-13 |
: 3110317931 |
Rating |
: 4/5 (30 Downloads) |
Synopsis Uniform Distribution and Quasi-Monte Carlo Methods by : Peter Kritzer
This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.
Author |
: Pascale Charpin |
Publisher |
: Walter de Gruyter |
Total Pages |
: 288 |
Release |
: 2013-05-28 |
ISBN-10 |
: 9783110283600 |
ISBN-13 |
: 3110283603 |
Rating |
: 4/5 (00 Downloads) |
Synopsis Finite Fields and Their Applications by : Pascale Charpin
This book is based on the invited talks of the "RICAM-Workshop on Finite Fields and Their Applications: Character Sums and Polynomials" held at the Federal Institute for Adult Education (BIfEB) in Strobl, Austria, from September 2-7, 2012. Finite fields play important roles in many application areas such as coding theory, cryptography, Monte Carlo and quasi-Monte Carlo methods, pseudorandom number generation, quantum computing, and wireless communication. In this book we will focus on sequences, character sums, and polynomials over finite fields in view of the above mentioned application areas: Chapters 1 and 2 deal with sequences mainly constructed via characters and analyzed using bounds on character sums. Chapters 3, 5, and 6 deal with polynomials over finite fields. Chapters 4 and 9 consider problems related to coding theory studied via finite geometry and additive combinatorics, respectively. Chapter 7 deals with quasirandom points in view of applications to numerical integration using quasi-Monte Carlo methods and simulation. Chapter 8 studies aspects of iterations of rational functions from which pseudorandom numbers for Monte Carlo methods can be derived. The goal of this book is giving an overview of several recent research directions as well as stimulating research in sequences and polynomials under the unified framework of character theory.
Author |
: Keqin Feng |
Publisher |
: Birkhäuser |
Total Pages |
: 403 |
Release |
: 2012-12-06 |
ISBN-10 |
: 9783034878654 |
ISBN-13 |
: 3034878656 |
Rating |
: 4/5 (54 Downloads) |
Synopsis Coding, Cryptography and Combinatorics by : Keqin Feng
It has long been recognized that there are fascinating connections between cod ing theory, cryptology, and combinatorics. Therefore it seemed desirable to us to organize a conference that brings together experts from these three areas for a fruitful exchange of ideas. We decided on a venue in the Huang Shan (Yellow Mountain) region, one of the most scenic areas of China, so as to provide the additional inducement of an attractive location. The conference was planned for June 2003 with the official title Workshop on Coding, Cryptography and Combi natorics (CCC 2003). Those who are familiar with events in East Asia in the first half of 2003 can guess what happened in the end, namely the conference had to be cancelled in the interest of the health of the participants. The SARS epidemic posed too serious a threat. At the time of the cancellation, the organization of the conference was at an advanced stage: all invited speakers had been selected and all abstracts of contributed talks had been screened by the program committee. Thus, it was de cided to call on all invited speakers and presenters of accepted contributed talks to submit their manuscripts for publication in the present volume. Altogether, 39 submissions were received and subjected to another round of refereeing. After care ful scrutiny, 28 papers were accepted for publication.