Monte Carlo and Quasi-Monte Carlo Methods 2006
This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm (Germany) in August 2006. The proceedings include carefully selected papers on many asp
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Alexander Keller • Stefan Heinrich Harald Niederreiter Editors
Monte Carlo and Quasi-Monte Carlo Methods 2006
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Stefan Heinrich Department of Computer Science University of Kaiserslautern 67653 Kaiserslautern Germany [email protected]
Alexander Keller Department of Computer Science Ulm University Albert-Einstein-Allee 11 89069 Ulm Germany [email protected]
Harald Niederreiter Department of Mathematics National University of Singapore 2 Science Drive 2 Singapore 117543 Republic of Singapore [email protected]
ISBN 978-3-540-74495-5
e-ISBN 978-3-540-74496-2
Library of Congress Control Number: 2007936240 Mathematics Subject Classification (2000): Primary: 11K45, 65-06, 65C05, 65C10 Secondary: 11K38, 65D18, 65D30, 65D32, 65R20, 91B28 c 2008 Springer-Verlag Berlin Heidelberg
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 to prosecution under the German Copyright Law. 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. Cover Design: WMXDesign GmbH, Heidelberg Printed on acid-free paper 9 8 7 6 5 4 3 2 1 spinger.com
Preface
This volume represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, which was held at Ulm University, Germany, from 14–18 August 2006. The program of this conference was arranged by an international committee consisting of Ivan Dimov (Bulgarian Academy of Sciences), Henri Faure (CNRS Marseille), Paul Glasserman (Columbia University), Stefan Heinrich (co-chair, University of Kaiserslautern), Fred Hickernell (Illinois Institute of Technology), Alexander Keller (co-chair, University of Ulm), Pierre L’Ecuyer (Universit´e de Montr´eal), Michael Mascagni (The Florida State University), Peter Math´e (Weierstrass Institute for Applied Analysis and Stochastics), Harald Niederreiter (co-chair, National University of Singapore), Erich Novak (Friedrich-Schiller-Universit¨ at Jena), Art Owen (Stanford University), Klaus Ritter (TU Darmstadt), Ian Sloan (University of New South Wales), Denis Talay (INRIA Sophia Antipolis), and Henryk Wo´zniakowski (Columbia University). The local arrangements were in the hands of the PhD students Sabrina Dammertz, Holger Dammertz, Matthias Raab, Carsten W¨achter, the students Bernhard Finkbeiner, Leonhard Gr¨ unschloss, Daniela Hauser, Johannes Hanika, Christian Kem
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