Monte Carlo and Quasi-Monte Carlo Methods 2004

Table of Contents

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   Book Overview
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   Chapter 1 Invariance Principles with Logarithmic Averaging for Ergodic Simulations
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   Chapter 2 Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains
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   Chapter 3 Weak Approximation of Stopped Dffusions
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   Chapter 4 Approximation of Stochastic Programming Problems
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   Chapter 5 The Asymptotic Distribution of Quadratic Discrepancies
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   Chapter 6 Monte Carlo and Quasi-Monte Carlo Methods 2004
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   Chapter 7 Explaining Effective Low-Dimensionality
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   Chapter 8 Selection Criteria for (Random) Generation of Digital (0,s)-Sequences
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    Chapter 9 Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method
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    Chapter 10 A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes
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    Chapter 11 Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands
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    Chapter 12 Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy
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    Chapter 13 Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations
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    Chapter 14 Myths of Computer Graphics
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    Chapter 15 Illumination in the Presence of Weak Singularities
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    Chapter 16 Irradiance Filtering for Monte Carlo Ray Tracing
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    Chapter 17 On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions
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    Chapter 18 Lattice Rules for Multivariate Approximation in the Worst Case Setting
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    Chapter 19 Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space
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    Chapter 20 Experimental Designs Using Digital Nets with Small Numbers of Points
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    Chapter 21 Concentration Inequalities for Euler Schemes
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    Chapter 22 Fast Component-by-Component Construction, a Reprise for Different Kernels
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    Chapter 23 A Reversible Jump MCMC Sampler for Object Detection in Image Processing
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    Chapter 24 Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations
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    Chapter 25 Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in $$\mathbb{F}_{2^w } $$
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    Chapter 26 Monte Carlo Studies of Effective Diffusivities for Inertial Particles
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    Chapter 27 An Adaptive Importance Sampling Technique
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    Chapter 28 MinT: A Database for Optimal Net Parameters
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    Chapter 29 On Ergodic Measures for McKean-Vlasov Stochastic Equations
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    Chapter 30 On the Distribution of Some New Explicit Inversive Pseudorandom Numbers and Vectors
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    Chapter 31 Error Analysis of Splines for Periodic Problems Using Lattice Designs