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Digital Nets and Sequences
Buch von Josef Dick
Sprache: Englisch

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Beschreibung
An introduction to contemporary quasi Monte Carlo methods, digital nets and sequences, and discrepancy theory. Includes many exercises, examples and illustrations.
An introduction to contemporary quasi Monte Carlo methods, digital nets and sequences, and discrepancy theory. Includes many exercises, examples and illustrations.
Über den Autor
Josef Dick is a lecturer in the School of Mathematics and Statistics at the University of New South Wales, Australia.
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 2010
Fachbereich: EDV
Genre: Informatik
Rubrik: Naturwissenschaften & Technik
Thema: Lexika
Medium: Buch
Seiten: 620
ISBN-13: 9780521191593
ISBN-10: 0521191599
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Dick, Josef
Hersteller: Cambridge University Press
Maße: 250 x 175 x 38 mm
Von/Mit: Josef Dick
Erscheinungsdatum: 09.09.2010
Gewicht: 1,235 kg
preigu-id: 101095052
Über den Autor
Josef Dick is a lecturer in the School of Mathematics and Statistics at the University of New South Wales, Australia.
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 2010
Fachbereich: EDV
Genre: Informatik
Rubrik: Naturwissenschaften & Technik
Thema: Lexika
Medium: Buch
Seiten: 620
ISBN-13: 9780521191593
ISBN-10: 0521191599
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Dick, Josef
Hersteller: Cambridge University Press
Maße: 250 x 175 x 38 mm
Von/Mit: Josef Dick
Erscheinungsdatum: 09.09.2010
Gewicht: 1,235 kg
preigu-id: 101095052
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