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:
Online Access:Connect to the full text of this electronic book
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by Fox, Bennett L., 1938-
Published 1999
Book