Monte Carlo and quasi-Monte Carlo methods 1996. Proceedings of a conference at the University of Salzburg, Austria, July 9--12, 1996
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 decrepancies related to spaces of smooth periodic functions, 238-250 [Zbl 0888.65020] \textit{Hellekalek, Peter}, On correlation analysis of pseudorandom numbers, 251-265 [Zbl 0885.65005] \textit{Hoogland, Jiri; James, Fred; Kleiss, Ronald}, Quasi-Monte Carlo, discrepancies and error estimates, 266-276 [Zbl 0885.65022] \textit{Keller, Alexander}, The quasi-random walk, 277-291 [Zbl 0885.65150] \textit{Kondratovich, Marina; Zhigljavsky, Anatoly}, Comparison of independent and stratified sampling schemes in problems of global optimization, 292-299 [Zbl 0888.90132] \textit{Kotulski, Marcin}, The rate of convergence to a stable law for the random sum of iid random variables, 300-307 [Zbl 0898.60102] \textit{Langtry, T. N.}, Some bounds on the figure of merit of a lattice rule, 308-320 [Zbl 0885.65023] \textit{Larcher, Gerhard; Pirsic, Gottlieb; Wolf, Reinhard}, Quasi-Monte Carlo integration of digitally smooth functions by digital nets, 321-329 [Zbl 0885.65024] \textit{Leeb, Hannes}, Weak limits for the diaphony, 330-339 [Zbl 0898.60009] \textit{Morokoff, William J.; Caflisch, Russel E.}, Quasi-Monte Carlo simulation of random walks in finance, 340-352 [Zbl 0888.90019] \textit{Ökten, Giray}, Error estimation for quasi-Monte Carlo methods, 353-368 [Zbl 0885.65001] \textit{Schmid, Wolfgang Ch.}, Shift-nets: A new class of binary digital \((t,m,s)\)-nets, 369-381 [Zbl 0884.11033] \textit{Spanier, Jerome; Li, Liming}, General sequential sampling techniques for Monte Carlo simulations. I: Matrix problems., 382-397 [Zbl 1091.65501] \textit{Spanier, Jerome; Li, Liming}, Quasi-Monte Carlo methods for integral equations, 398-414 [Zbl 0885.65151] \textit{Strandt, Sibylle}, Quadratic congruential generators with odd composite modulus, 415-426 [Zbl 0885.65006] \textit{Tuffin, Bruno}, A new permutation choice in Halton sequences, 427-435 [Zbl 0885.65025] \textit{Winker, Peter; Fang, Kai-Tai}, Optimal U-type designs, 436-448 [Zbl 0913.62070]
scientific article; zbMATH DE number 1098806