Monte Carlo and quasi-Monte Carlo methods 1996. Proceedings of a conference at the University of Salzburg, Austria, July 9–12, 1996. (English) Zbl 0879.00054

Lecture Notes in Statistics (Springer). 127. Berlin: Springer. xii, 448 p. (1997).

Show indexed articles as search result.

The articles of this volume will be reviewed individually.
Indexed articles:
Acworth, Peter; Broadie, Mark; Glasserman, Paul, A comparison of some Monte Carlo and quasi Monte Carlo techniques for option pricing, 1-18 [Zbl 0888.90010]
Binder, Kurt, Monte Carlo methods: A powerful tool of statistical physics, 19-39 [Zbl 0888.65134]
Devroye, Luc, Binary search trees based on Weyl and Lehmer sequences, 40-65 [Zbl 0885.65002]
Eichenauer-Herrmann, Jürgen; Herrmann, Eva; Wegenkittl, Stefan, A survey of quadratic and inversive congruential pseudorandom numbers, 66-97 [Zbl 0885.65003]
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim, A look at multilevel splitting, 98-108 [Zbl 0888.65147]
Larcher, Gerhard, On the distribution of digital sequences., 109-123 [Zbl 1109.65306]
L’Ecuyer, Pierre, Random number generators and empirical tests, 124-138 [Zbl 0885.65004]
Niederreiter, Harald; Xing, Chaoping, The algebraic-geometry approach to low-discrepancy sequences, 139-160 [Zbl 0884.11031]
Bulteau, Stéphane; El Khadiri, Mohamed, A Monte Carlo estimator based on a state space decomposition methodology for flow network reliability., 161-175 [Zbl 1091.65500]
Coulibaly, Ibrahim; Lécot, Christian, Monte Carlo and quasi-Monte Carlo algorithms for a linear integro-differential equation, 176-188 [Zbl 0885.65159]
Dimov, I.; Jaekel, U.; Vereecken, H.; Wendt, D., A numerical approach for determination of sources in reactive transport equations, 189-204 [Zbl 0885.65133]
Dimov, I. T.; Karaivanova, A. N.; Yordanova, P. I., Monte Carlo algorithms for calculating eigenvalues, 205-220 [Zbl 0885.65041]
Edel, Yves; Bierbrauer, Jürgen, Construction of digital nets from BCH-codes, 221-231 [Zbl 0974.94028]
Faure, Henri, Discrepancy lower bounds for special quasi-random sequences, 232-237 [Zbl 0884.11034]
Frank, Karin; Heinrich, Stefan, Computing decrepancies related to spaces of smooth periodic functions, 238-250 [Zbl 0888.65020]
Hellekalek, Peter, On correlation analysis of pseudorandom numbers, 251-265 [Zbl 0885.65005]
Hoogland, Jiri; James, Fred; Kleiss, Ronald, Quasi-Monte Carlo, discrepancies and error estimates, 266-276 [Zbl 0885.65022]
Keller, Alexander, The quasi-random walk, 277-291 [Zbl 0885.65150]
Kondratovich, Marina; Zhigljavsky, Anatoly, Comparison of independent and stratified sampling schemes in problems of global optimization, 292-299 [Zbl 0888.90132]
Kotulski, Marcin, The rate of convergence to a stable law for the random sum of iid random variables, 300-307 [Zbl 0898.60102]
Langtry, T. N., Some bounds on the figure of merit of a lattice rule, 308-320 [Zbl 0885.65023]
Larcher, Gerhard; Pirsic, Gottlieb; Wolf, Reinhard, Quasi-Monte Carlo integration of digitally smooth functions by digital nets, 321-329 [Zbl 0885.65024]
Leeb, Hannes, Weak limits for the diaphony, 330-339 [Zbl 0898.60009]
Morokoff, William J.; Caflisch, Russel E., Quasi-Monte Carlo simulation of random walks in finance, 340-352 [Zbl 0888.90019]
Ökten, Giray, Error estimation for quasi-Monte Carlo methods, 353-368 [Zbl 0885.65001]
Schmid, Wolfgang Ch., Shift-nets: A new class of binary digital \((t,m,s)\)-nets, 369-381 [Zbl 0884.11033]
Spanier, Jerome; Li, Liming, General sequential sampling techniques for Monte Carlo simulations. I: Matrix problems., 382-397 [Zbl 1091.65501]
Spanier, Jerome; Li, Liming, Quasi-Monte Carlo methods for integral equations, 398-414 [Zbl 0885.65151]
Strandt, Sibylle, Quadratic congruential generators with odd composite modulus, 415-426 [Zbl 0885.65006]
Tuffin, Bruno, A new permutation choice in Halton sequences, 427-435 [Zbl 0885.65025]
Winker, Peter; Fang, Kai-Tai, Optimal U-type designs, 436-448 [Zbl 0913.62070]

MSC:

00B25	Proceedings of conferences of miscellaneous specific interest
65-06	Proceedings, conferences, collections, etc. pertaining to numerical analysis
65C05	Monte Carlo methods
11K45	Pseudo-random numbers; Monte Carlo methods

Keywords:

Salzburg (Austria); Proceedings; Conference; Monte Carlo; Quasi-Monte Carlo