Monte Carlo and Quasi-Monte Carlo Methods 2004

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

Includes supplementary material: sn.pub/extras