dimensional discrepancy

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• Discrepancy of hypergraphs — is an area of discrepancy theory. Contents 1 Hypergraph discrepancies in two colors 2 Theorems 2.1 Classic theorems 3 Major open problems …   Wikipedia

• Low-discrepancy sequence — In mathematics, a low discrepancy sequence is a sequence with the property that for all values of N , its subsequence x 1, ..., x N has a low discrepancy.Roughly speaking, the discrepancy of a sequence is low if the number of points in the… …   Wikipedia

• Constructions of low-discrepancy sequences — There are some standard constructions of low discrepancy sequences. Contents 1 The van der Corput sequence 2 The Halton sequence 3 The Hammersley set 4 References …   Wikipedia

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• Quasi-Monte Carlo methods in finance — High dimensional integrals in hundreds or thousands of variables occur commonly in finance. These integrals have to be computed numerically to within a threshold epsilon. If the integral is of dimension d then in the worst case, where one has a… …   Wikipedia

• Mathematics and Physical Sciences — ▪ 2003 Introduction Mathematics       Mathematics in 2002 was marked by two discoveries in number theory. The first may have practical implications; the second satisfied a 150 year old curiosity.       Computer scientist Manindra Agrawal of the… …   Universalium

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• Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… …   Wikipedia