4 search results - page 1 / 1 » On the step-by-step construction of quasi--Monte Carlo integ... |
MOC
2002
13 years 4 months ago
2002
We develop and justify an algorithm for the construction of quasi
MOC
2002
13 years 4 months ago
2002
Dimensionally unbounded problems are frequently encountered in practice, such as in simulations of stochastic processes, in particle and light transport problems and in the problem...
JC
2006
13 years 4 months ago
2006
We study the problem of multivariate integration over Rd with integrands of the form f(x)d(x) where d is a probability density function. Practical problems of this form occur comm...
JC
2006
13 years 4 months ago
2006
We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...