Monte Carlo and Quasi-Monte Carlo Methods 2002

Invited Papers.- Finance: A Fertile Field for Applications of MC and QMC.- How Many Random Bits Do We Need for Monte Carlo Integration?.- On Tractability of Weighted Integration for Certain Banach Spaces of Functions.- Polynomial Integration Lattices.- Approximate Bayesian Computation and MCMC.- New Challenges for the Simulation of Stochastic Processes.- Stochastic Models and Monte Carlo Algorithms for Boltzmann Type Equations.- Digital Nets, Duality, and Algebraic Curves.- Contributed Papers.- Generalized Mersenne Prime Number and Its Application to Random Number Generation.- Constructing Good Lattice Rules with Millions of Points.- Lattice Structure of Nonlinear Pseudorandom Number Generators in Parts of the Period.- Simulation for American Options: Regression Now or Regression Later?.- Perturbation Monte Carlo Methods for the Solution of Inverse Problems.- Quantum Boolean Summation with Repetitions in the Worst-Average Setting.- The Strong Tractability of Multivariate Integration Using Lattice Rules.- Minimizing Effective Dimension Using Linear Transformation.- Component by Component Construction of Rank-1 Lattice Rules Having O(n-1(ln(n))d) Star Discrepancy.- Stratification by Rank-1 Lattices.- Walsh Series Analysis of the Star Discrepancy of Digital Nets and Sequences.- Quasi-Monte Carlo Methods for Estimating Transient Measures of Discrete Time Markov Chains.- Quasi-Monte Carlo Methods for Elliptic BVPs.- Stable Connectivity of Networks and Its Monte Carlo Estimation.- Random Number Generators Based on Linear Recurrences in
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$$.- Using Quasi-Monte Carlo Scenarios in Risk Management.- Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS.- When Does Monte Carlo Depend Polynomially on the Number of Variables?.- A New Adaptive Method for Geometric Convergence.- Polynomial Arithmetic Analogue of Hickernell Sequences.