Strategies for Quasi-Monte Carlo /

Strategies for Quasi-Monte Carlo builds a framework to design and analyze strategies for randomized quasi-Monte Carlo (RQMC). One key to efficient simulation using RQMC is to structure problems to reveal a small set of important variables, their number being the effective dimension, while the other...

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Bibliographic Details

Main Author:	Fox, Bennett L.
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Boston, MA : Springer US, 1999.
Series:	International series in operations research & management science ; 22.
Subjects:	Mathematics. System theory. Mathematical optimization. Distribution (Probability theory) Operations research. Electronic books.
Online Access:	Connect to the full text of this electronic book