Digital nets and sequences

"This book is a comprehensive treatment of contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory which 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 llustrations"--

Year

2010

Language

English

Publisher

Cambridge University Press

Editions

1

Pages

600

ISBN

9780521191593

Data source: Wikidata