Monte Carlo and quasi-Monte Carlo sampling /

Lemieux, Christiane, 1972-

Monte Carlo and quasi-Monte Carlo sampling / Christiane Lemieux. - New York : Springer, c2009 - xvi, 373 p. : ill. ; 24 cm. - Springer Series in Statistics . - Springer series in statistics. .

Includes bibliographical references (p. 347-368) and index.

0387781641 9780387781648

2008942366


Monte Carlo method.
Numerical analysis.

QA298 / .L46 2009

518.2'82

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