Monte Carlo and quasi-Monte Carlo methods 1996. Proceedings of a conference at the University of Salzburg, Austria, July 9--12, 1996
type: Item
instance of: scholarly article
title: Monte Carlo and quasi-Monte Carlo methods 1996. Proceedings of a conference at the University of Salzburg, Austria, July 9--12, 1996
zbMATH Open document ID: 0879.00054
published in: Lecture Notes in Statistics
publication date: 1997-12-18T00:00:00Z
review text: The articles of this volume will be reviewed individually. Indexed articles: \textit{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] \textit{Binder, Kurt}, Monte Carlo methods: A powerful tool of statistical physics, 19-39 [Zbl 0888.65134] \textit{Devroye, Luc}, Binary search trees based on Weyl and Lehmer sequences, 40-65 [Zbl 0885.65002] \textit{Eichenauer-Herrmann, Jürgen; Herrmann, Eva; Wegenkittl, Stefan}, A survey of quadratic and inversive congruential pseudorandom numbers, 66-97 [Zbl 0885.65003] \textit{Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim}, A look at multilevel splitting, 98-108 [Zbl 0888.65147] \textit{Larcher, Gerhard}, On the distribution of digital sequences., 109-123 [Zbl 1109.65306] \textit{L'Ecuyer, Pierre}, Random number generators and empirical tests, 124-138 [Zbl 0885.65004] \textit{Niederreiter, Harald; Xing, Chaoping}, The algebraic-geometry approach to low-discrepancy sequences, 139-160 [Zbl 0884.11031] \textit{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] \textit{Coulibaly, Ibrahim; Lécot, Christian}, Monte Carlo and quasi-Monte Carlo algorithms for a linear integro-differential equation, 176-188 [Zbl 0885.65159] \textit{Dimov, I.; Jaekel, U.; Vereecken, H.; Wendt, D.}, A numerical approach for determination of sources in reactive transport equations, 189-204 [Zbl 0885.65133] \textit{Dimov, I. T.; Karaivanova, A. N.; Yordanova, P. I.}, Monte Carlo algorithms for calculating eigenvalues, 205-220 [Zbl 0885.65041] \textit{Edel, Yves; Bierbrauer, Jürgen}, Construction of digital nets from BCH-codes, 221-231 [Zbl 0974.94028] \textit{Faure, Henri}, Discrepancy lower bounds for special quasi-random sequences, 232-237 [Zbl 0884.11034] \textit{Frank, Karin; Heinrich, Stefan}, Computing de…
Mathematics Subject Classification ID: 00B25
Mathematics Subject Classification ID: 65-06
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 11K45
zbMATH DE Number: 1098806
zbMATH Keywords: Salzburg (Austria)
zbMATH Keywords: Proceedings
zbMATH Keywords: Conference
zbMATH Keywords: Monte Carlo
zbMATH Keywords: Quasi-Monte Carlo
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1098806