9780792385806 - strategies for quasi-monte carlo (international series in operations research & management science, 22, band 22) von fox, bennett l. (18 Ergebnisse)
Sprache: Englisch
Verlag: Springer, 1999
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Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
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Zustand: New. Offers a framework to design and analyze strategies for randomized quasi-Monte Carlo (RQMC). This book provides illustrations for problems involving Poisson processes or Gaussian processes. It is useful for those individuals interested in improving simulation efficiency with more than incremental increases. Series:… International Series in Operations Research & Management Science. Num Pages: 368 pages, biography. BIC Classification: PBT; UMB; UYA. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 23. Weight in Grams: 752. . 1999. Hardback. . . . .
Sprache: Englisch
Verlag: Springer, 1999
Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
- Hardcover
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Zustand: New. pp. 412 Indices.
Sprache: Englisch
Verlag: Springer, 1999
Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
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Sprache: Englisch
Verlag: Springer, 1999
Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 bein…g the effective dimension, while the other variables collectively are relatively insignificant. Another is smoothing. The book provides many illustrations of both keys, in particular for problems involving Poisson processes or Gaussian processes. RQMC beats grids by a huge margin. With low effective dimension, RQMC is an order-of-magnitude more efficient than standard Monte Carlo. With, in addition, certain smoothness - perhaps induced - RQMC is an order-of-magnitude more efficient than deterministic QMC. Unlike the latter, RQMC permits error estimation via the central limit theorem. For random-dimensional problems, such as occur with discrete-event simulation, RQMC gets judiciously combined with standard Monte Carlo to keep memory requirements bounded. This monograph has been designed to appeal to a diverse audience, including those with applications in queueing, operations research, computational finance, mathematical programming, partial differential equations (both deterministic and stochastic), and particle transport, as well as to probabilists and statisticians wanting to know how to apply effectively a powerful tool, and to those interested in numerical integration or optimization in their own right. It recognizes that the heart of practical application is algorithms, so pseudocodes appear throughout the book. While not primarily a textbook, it is suitable as a supplementary text for certain graduate courses. As a reference, it belongs on the shelf of everyone with a serious interest in improving simulation efficiency. Moreover, it will be a valuable reference to all those individuals interested in improving simulation efficiency with more than incremental increases.
Sprache: Englisch
Verlag: Kluwer Academic Publishers, 1999
Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
- Hardcover
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Zustand: New. Offers a framework to design and analyze strategies for randomized quasi-Monte Carlo (RQMC). This book provides illustrations for problems involving Poisson processes or Gaussian processes. It is useful for those individuals interested in improving simulation efficiency with more than incremental increases. Series:… International Series in Operations Research & Management Science. Num Pages: 368 pages, biography. BIC Classification: PBT; UMB; UYA. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 23. Weight in Grams: 752. . 1999. Hardback. . . . . Books ship from the US and Ireland.
Sprache: Englisch
Verlag: Springer, 1999
Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
- Hardcover
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Sprache: Englisch
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Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
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Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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, t…heir number being the effective dimension, while the other variables collectively are relatively insignificant. Another is smoothing. The book provides many illustrations of both keys, in particular for problems involving Poisson processes or Gaussian processes. RQMC beats grids by a huge margin. With low effective dimension, RQMC is an order-of-magnitude more efficient than standard Monte Carlo. With, in addition, certain smoothness - perhaps induced - RQMC is an order-of-magnitude more efficient than deterministic QMC. Unlike the latter, RQMC permits error estimation via the central limit theorem. For random-dimensional problems, such as occur with discrete-event simulation, RQMC gets judiciously combined with standard Monte Carlo to keep memory requirements bounded. This monograph has been designed to appeal to a diverse audience, including those with applications in queueing, operations research, computational finance, mathematical programming, partial differential equations (both deterministic and stochastic), and particle transport, as well as to probabilists and statisticians wanting to know how to apply effectively a powerful tool, and to those interested in numerical integration or optimization in their own right. It recognizes that the heart of practical application is algorithms, so pseudocodes appear throughout the book. While not primarily a textbook, it is suitable as a supplementary text for certain graduate courses. As a reference, it belongs on the shelf of everyone with a serious interest in improving simulation efficiency. Moreover, it will be a valuable reference to all those individuals interested in improving simulation efficiency with more than incremental increases. 412 pp. Englisch.
Sprache: Englisch
Verlag: Springer US, 1999
Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
- Hardcover
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Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 sma…ll set of important variables, their.
Weitere BilderSprache: Englisch
Verlag: Springer, 1999
Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
- Hardcover
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Buch. Zustand: Neu. Strategies for Quasi-Monte Carlo | Bennett L. Fox | Buch | International Series in Operations Research & Management Science | xxxiv | Englisch | 1999 | Springer | EAN 9780792385806 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[…dot]com | Anbieter: preigu Print on Demand.
Sprache: Englisch
Verlag: Springer, Springer Aug 1999, 1999
Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
- Hardcover
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Buch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 variables collectively are relatively insignificant. Another is smoothing. The book provides many illustrations of both keys, in particular for problems involving Poisson processes or Gaussian processes. RQMC beats grids by a huge margin. With low effective dimension, RQMC is an order-of-magnitude more efficient than standard Monte Carlo. With, in addition, certain smoothness - perhaps induced - RQMC is an order-of-magnitude more efficient than deterministic QMC. Unlike the latter, RQMC permits error estimation via the central limit theorem. For random-dimensional problems, such as occur with discrete-event simulation, RQMC gets judiciously combined with standard Monte Carlo to keep memory requirements bounded.This monograph has been designed to appeal to a diverse audience, including those with applications in queueing, operations research, computational finance, mathematical programming, partial differential equations (both deterministic and stochastic), and particle transport, as well as to probabilists and statisticians wanting to know how to apply effectively a powerful tool, and to those interested in numerical integration or optimization in their own right. It recognizes that the heart of practical application is algorithms, so pseudocodes appear throughout the book. While not primarily a textbook, it is suitable as a supplementary text for certain graduate courses. As a reference, it belongs on the shelf of everyone with a serious interest in improving simulation efficiency. Moreover, it will be a valuable reference to all those individuals interested in improving simulation efficiency with more than incremental increases.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 412 pp. Englisch.
Sprache: Englisch
Verlag: Springer, 1999
Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
- Hardcover
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Zustand: New. Print on Demand pp. 412 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Sprache: Englisch
Verlag: Springer, 1999
Serie: International Series in Operations Research & Management Science, Buch 163 von 323. Buch 163 von 323 - International Series in Operations Research & Management Science
- Hardcover
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Zustand: New. PRINT ON DEMAND pp. 412 Acknowledgements.
