Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This proceedings will be of interest to researchers in these areas as well as to numerical analysts and practitioners of simulation methods.

Inhalt

Invited Papers.- A Comparison of Some Monte Carlo and Quasi Monte Carlo Techniques for Option Pricing.- Monte Carlo Methods: A Powerful Tool of Statistical Physics.- Binary Search Trees Based on Weyl and Lehmer Sequences.- A Survey of Quadratic and Inversive Congruential Pseudorandom Numbers.- A Look at Multilevel Splitting.- On the Distribution of Digital Sequences.- Random Number Generators and Empirical Tests.- The Algebraic-Geometry Approach to Low-Discrepancy Sequences.- Contributed Papers.- A Monte Carlo Estimator Based on a State Space Decomposition Methodology for Flow Network Reliability.- Monte Carlo and Quasi-Monte Carlo Algorithms for a Linear Integro-Differential Equation.- A Numerical Approach for Determination of Sources in Reactive Transport Equations.- Monte Carlo Algorithms for Calculating Eigenvalues.- Construction of Digital Nets from BCH-Codes.- Discrepancy Lower Bounds for Special Quasi-Random Sequences.- Computing Discrepancies Related to Spaces of Smooth Periodic Functions.- On Correlation Analysis of Pseudorandom Numbers.- Quasi-Monte Carlo, Discrepancies and Error Estimates.- The Quasi-Random Walk.- Comparison of Independent and Stratified Sampling Schemes in Problems of Global Optimization.- The Rate of Convergence to a Stable Law for the Random Sum of IID Random Variables.- Some Bounds on the Figure of Merit of a Lattice Rule.- Quasi-Monte Carlo Integration of Digitally Smooth Functions by Digital Nets.- Weak Limits for the Diaphony.- Quasi-Monte Carlo Simulation of Random Walks in Finance.- Error Estimation for Quasi-Monte Carlo Methods.- Shift-Nets: A New Class of Binary Digital (tms)-Nets.- General Sequential Sampling Techniques for Monte Carlo Simulations: Part I - Matrix Problems.- Quasi-Monte Carlo Methods for Integral Equations.- Quadratic Congruential Generators with Odd Composite Modulus.- A New Permutation Choice in Halton Sequences.- Optimal U-Type Designs.