Friedrich Pillichshammer – författare

Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates. Besides the classical theory, the book contains chapters on reproducing kernel Hilbert spaces and weighted integration, duality theory for digital nets, polynomial lattice rules, the newest constructions by Niederreiter and Xing and many more. The authors present an accessible introduction to the subject based mainly on material taught in undergraduate courses with numerous examples, exercises and illustrations.

Harald Niederreiter's pioneering research in the field of applied algebra and number theory has led to important and substantial breakthroughs in many areas. This collection of survey articles has been authored by close colleagues and leading experts to mark the occasion of his 70th birthday. The book provides a modern overview of different research areas, covering uniform distribution and quasi-Monte Carlo methods as well as finite fields and their applications, in particular, cryptography and pseudorandom number generation. Many results are published here for the first time. The book serves as a useful starting point for graduate students new to these areas or as a refresher for researchers wanting to follow recent trends.

Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices.

Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.

This book presents the refereed proceedings of the 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Linz, Austria, and organized by the Johannes Kepler University Linz and the Austrian Academy of Sciences, in July 2022.

This book presents the refereed proceedings of the 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Linz, Austria, and organized by the Johannes Kepler University Linz and the Austrian Academy of Sciences, in July 2022. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these highly active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, in particular arising in finance, statistics and computer graphics.

The contributions in this book focus on a variety of topics related to discrepancy theory, comprising Fourier techniques to analyze discrepancy, low discrepancy point sets for quasi-Monte Carlo integration, probabilistic discrepancy bounds, dispersion of point sets, pair correlation of sequences, integer points in convex bodies, discrepancy with respect to geometric shapes other than rectangular boxes, and also open problems in discrepany theory.