Monte Carlo and Quasi-Monte Carlo Methods 2004
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Harald Niederreiter Denis Talay Editors
Monte Carlo and Quasi-Monte Carlo Methods 2004 With 73 Figures and 29 Tables
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Editors Harald Niederreiter
Denis Talay
Department of Mathematics National University of Singapore 2 Science Drive 2 Singapore 117543 Republic of Singapore email: [email protected]
INRIA Sophia Antipolis route des lucioles 2004 06902 Sophia Antipolis Cedex France email: [email protected]
Library of Congress Control Number: 2005930449 Primary: 11K45, 65-06, 65C05, 65C10, 65C30 Secondary: 11K38, 65D18, 65D30, 65D32, 65R20, 91B28 ISBN-10 3-540-25541-9 Springer Berlin Heidelberg New York ISBN-13 978-3-540-25541-3 Springer Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable for prosecution under the German Copyright Law. Springer is a part of Springer Science+Business Media springeronline.com c Springer-Verlag Berlin Heidelberg 2006 Printed in The Netherlands The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting: by the authors and TechBooks using a Springer LATEX macro package Cover design: design & production GmbH, Heidelberg Printed on acid-free paper
SPIN: 11366959
46/TechBooks
543210
Preface
This volume represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held in conjunction with the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations at Juan-les-Pins, France, from 7–10 June 2004. The programme of this conference was arranged by a committee consisting of Henri Faure (Universit´e de Marseille), Paul Glasserman (Columbia University), Stefan Heinrich (Universit¨ at Kaiserslautern), Fred J. Hickernell (Hong Kong Baptist University), Damien Lamberton (Universit´e de Marne la Vall´ee), Bernard Lapeyre (ENPC-CERMICS), Pierre L’Ecuyer (Universit´e de Montr´eal), Pierre-Louis Lions (Coll`ege de France), Harald Niederreiter (National University of Singapore, co-chair), Erich Novak (Universit¨ at Jena), Art B. Owen (Stanford University), Gilles Pag`es (Universit´e Paris 6), Philip Protter (Cornell University), Ian H. Sloan (University of New South Wales), Denis Talay (INRIA Sophia Antipolis, co-chair), Simon Tavar´e (University of Southern California) and Henryk Wo´zniakowski (Columbia University and Unive
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