Description: An introduction to contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory. Includes many exercises, examples and illustrations.
Brief description: Josef Dick is a lecturer in the School of Mathematics and Statistics at the University of New South Wales, Australia.
Review Quotes: "It will give readers the confidence that their estimates of variance are tractable, and they can therefore use quasi-Monte Carlo (QMC) integration to do the software engineering tradeoff analysis that is critical to professional software project management and architecture. This textbook--and believe me, it is a textbook--will lead students to a deep understanding of the potential errors that can be expected."
Larry Bernstein, Computing Reviews