000 03311nam a22003978i 4500
001 CR9780511761188
003 UkCbUP
005 20200124160302.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 100506s2010||||enk o ||1 0|eng|d
020 _a9780511761188 (ebook)
020 _z9780521191593 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA298
_b.D53 2010
082 0 0 _a518/.282
_222
100 1 _aDick, J.
_q(Josef),
_eauthor.
245 1 0 _aDigital nets and sequences :
_bdiscrepancy and quasi-Monte Carlo integration /
_cJosef Dick, Friedrich Pillichshammer.
246 3 _aDigital Nets & Sequences
264 1 _aCambridge :
_bCambridge University Press,
_c2010.
300 _a1 online resource (xvii, 600 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505 8 _aMachine generated contents note: Preface; Notation; 1. Introduction; 2. Quasi-Monte Carlo integration, discrepancy and reproducing kernel Hilbert spaces; 3. Geometric discrepancy; 4. Nets and sequences; 5. Discrepancy estimates and average type results; 6. Connections to other discrete objects; 7. Duality Theory; 8. Special constructions of digital nets and sequences; 9. Propagation rules for digital nets; 10. Polynomial lattice point sets; 11. Cyclic digital nets and hyperplane nets; 12. Multivariate integration in weighted Sobolev spaces; 13. Randomisation of digital nets; 14. The decay of the Walsh coefficients of smooth functions; 15. Arbitrarily high order of convergence of the worst-case error; 16. Explicit constructions of point sets with best possible order of L2-discrepancy; Appendix A. Walsh functions; Appendix B. Algebraic function fields; References; Index.
520 _aIndispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates. Besides the classical theory, the book contains chapters on reproducing kernel Hilbert spaces and weighted integration, duality theory for digital nets, polynomial lattice rules, the newest constructions by Niederreiter and Xing and many more. The authors present an accessible introduction to the subject based mainly on material taught in undergraduate courses with numerous examples, exercises and illustrations.
650 0 _aMonte Carlo method.
650 0 _aNets (Mathematics)
650 0 _aSequences (Mathematics)
650 0 _aNumerical integration.
650 0 _aDigital filters (Mathematics)
700 1 _aPillichshammer, Friedrich,
_eauthor.
776 0 8 _iPrint version:
_z9780521191593
856 4 0 _uhttps://doi.org/10.1017/CBO9780511761188
999 _c520495
_d520493