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Autorenporträt
Harald Niederreiter, National University of Singapore, Republic of Singapore
Inhaltsangabe
Invited Papers.- Finance: A Fertile Field for Applications of MC and QMC.- How Many Random Bits Do We Need for Monte Carlo Integration?.- On Tractability of Weighted Integration for Certain Banach Spaces of Functions.- Polynomial Integration Lattices.- Approximate Bayesian Computation and MCMC.- New Challenges for the Simulation of Stochastic Processes.- Stochastic Models and Monte Carlo Algorithms for Boltzmann Type Equations.- Digital Nets, Duality, and Algebraic Curves.- Contributed Papers.- Generalized Mersenne Prime Number and Its Application to Random Number Generation.- Constructing Good Lattice Rules with Millions of Points.- Lattice Structure of Nonlinear Pseudorandom Number Generators in Parts of the Period.- Simulation for American Options: Regression Now or Regression Later?.- Perturbation Monte Carlo Methods for the Solution of Inverse Problems.- Quantum Boolean Summation with Repetitions in the Worst-Average Setting.- The Strong Tractability of Multivariate Integration Using Lattice Rules.- Minimizing Effective Dimension Using Linear Transformation.- Component by Component Construction of Rank-1 Lattice Rules Having O(n-1(ln(n))d) Star Discrepancy.- Stratification by Rank-1 Lattices.- Walsh Series Analysis of the Star Discrepancy of Digital Nets and Sequences.- Quasi-Monte Carlo Methods for Estimating Transient Measures of Discrete Time Markov Chains.- Quasi-Monte Carlo Methods for Elliptic BVPs.- Stable Connectivity of Networks and Its Monte Carlo Estimation.- Random Number Generators Based on Linear Recurrences in% MathType!MTEF!2!1!+-% feaagaart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbWexLMBb50ujbqegm0B% 1jxALjharqqr1ngBPrgifHhDYfgasaacH8srps0lbbf9q8WrFfeuY-% Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0-yr0RYxir-Jbba9q8aq% 0-yq-He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciaacaGaaeqabaWaae% aaeaaakeaatuuDJXwAK1uy0HMmaeXbfv3ySLgzG0uy0HgiuD3BaGqb% biab-vi8gnaaBaaaleaacaaIYaWaaWbaaWqabeaaryqr1ngBPrgaiy% GacqGF3bWDaaaaleqaaaaa!4C2E!$$mathbb{F}_{2^w }$$.- Using Quasi-Monte Carlo Scenarios in Risk Management.- Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS.- When Does Monte Carlo Depend Polynomially on the Number of Variables?.- A New Adaptive Method for Geometric Convergence.- Polynomial Arithmetic Analogue of Hickernell Sequences.
Invited Papers.- Finance: A Fertile Field for Applications of MC and QMC.- How Many Random Bits Do We Need for Monte Carlo Integration?.- On Tractability of Weighted Integration for Certain Banach Spaces of Functions.- Polynomial Integration Lattices.- Approximate Bayesian Computation and MCMC.- New Challenges for the Simulation of Stochastic Processes.- Stochastic Models and Monte Carlo Algorithms for Boltzmann Type Equations.- Digital Nets, Duality, and Algebraic Curves.- Contributed Papers.- Generalized Mersenne Prime Number and Its Application to Random Number Generation.- Constructing Good Lattice Rules with Millions of Points.- Lattice Structure of Nonlinear Pseudorandom Number Generators in Parts of the Period.- Simulation for American Options: Regression Now or Regression Later?.- Perturbation Monte Carlo Methods for the Solution of Inverse Problems.- Quantum Boolean Summation with Repetitions in the Worst-Average Setting.- The Strong Tractability of Multivariate Integration Using Lattice Rules.- Minimizing Effective Dimension Using Linear Transformation.- Component by Component Construction of Rank-1 Lattice Rules Having O(n-1(ln(n))d) Star Discrepancy.- Stratification by Rank-1 Lattices.- Walsh Series Analysis of the Star Discrepancy of Digital Nets and Sequences.- Quasi-Monte Carlo Methods for Estimating Transient Measures of Discrete Time Markov Chains.- Quasi-Monte Carlo Methods for Elliptic BVPs.- Stable Connectivity of Networks and Its Monte Carlo Estimation.- Random Number Generators Based on Linear Recurrences in% MathType!MTEF!2!1!+-% feaagaart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbWexLMBb50ujbqegm0B% 1jxALjharqqr1ngBPrgifHhDYfgasaacH8srps0lbbf9q8WrFfeuY-% Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0-yr0RYxir-Jbba9q8aq% 0-yq-He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciaacaGaaeqabaWaae% aaeaaakeaatuuDJXwAK1uy0HMmaeXbfv3ySLgzG0uy0HgiuD3BaGqb% biab-vi8gnaaBaaaleaacaaIYaWaaWbaaWqabeaaryqr1ngBPrgaiy% GacqGF3bWDaaaaleqaaaaa!4C2E!$$mathbb{F}_{2^w }$$.- Using Quasi-Monte Carlo Scenarios in Risk Management.- Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS.- When Does Monte Carlo Depend Polynomially on the Number of Variables?.- A New Adaptive Method for Geometric Convergence.- Polynomial Arithmetic Analogue of Hickernell Sequences.
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