Inhaltsverzeichnis
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.
