Monte Carlo and Quasi-Monte Carlo Methods 2008
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Pierre L’Ecuyer r Art B. Owen Editors
Monte Carlo and QuasiMonte Carlo Methods 2008
Editors Pierre L’Ecuyer DIRO Université de Montréal C.P. 6128, Succ. Centre-Ville Montreal, H3C 3J7 Canada [email protected]
Art B. Owen Department of Statistics Stanford University Sequoia Hall Stanford, CA 94305 USA [email protected]
ISBN 978-3-642-04106-8 e-ISBN978-3-642-04107-5 DOI 10.1007/978-3-642-04107-5 Springer Heidelberg Dordrecht London New York Library of Congress Control Number: 2009940794 Mathematics Subject Classification (2000): Primary 11K45, 65-06, 65C05, 65C10; Secondary 11K38, 65D18, 65D30, 65D32, 65R20, 91B28 © Springer-Verlag Berlin Heidelberg 2009 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: VTeX, Vilnius Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
Preface
This volume represents the refereed proceedings of the Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, which was held at the University of Montréal, from 6–11 July, 2008. It contains a limited selection of articles based on presentations made at the conference. The program was arranged with the help of an international committee consisting of: Ronald Cools, Katholieke Universiteit Leuven Luc Devroye, McGill University Henri Faure, CNRS Marseille Paul Glasserman, Columbia University Peter W. Glynn, Stanford University Stefan Heinrich, University of Kaiserslautern Fred J. Hickernell, Illinois Institute of Technology Aneta Karaivanova, Bulgarian Academy of Science Alexander Keller, mental images GmbH, Berlin Adam Kolkiewicz, University of Waterloo Frances Y. Kuo, University of New South Wales Christian Lécot, Université de Savoie, Chambéry Pierre L’Ecuyer, Université de Montréal (Chair and organizer) Jun Liu, Harvard University Peter Mathé, Weierstrass Institute Berlin Makoto Matsumoto, Hiroshima University Thomas Müller-Gronbach, Otto von Guericke Universität Harald Niederreiter, National University of Singapore Art B. Owen, Stanford University Gilles Pagès, Université Pierre et Marie Curie (Paris 6) Klaus Ritter, TU Darmstadt Karl Sabelfeld, Weierstrass Institute Berlin Wolfgang Ch. Schmid, University of Salzburg Ian H. Sloan, Unive
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