Sequences, Discrepancies and Applications

Michael Drmota, Robert F. Tichy (auth.)3540626069, 9783540626060

The main purpose of this book is to give an overview of the developments during the last 20 years in the theory of uniformly distributed sequences. The authors focus on various aspects such as special sequences, metric theory, geometric concepts of discrepancy, irregularities of distribution, continuous uniform distribution and uniform distribution in discrete spaces. Specific applications are presented in detail: numerical integration, spherical designs, random number generation and mathematical finance. Furthermore over 1000 references are collected and discussed. While written in the style of a research monograph, the book is readable with basic knowledge in analysis, number theory and measure theory.

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Table of contents :
Discrepancy of sequences….Pages 1-203
General concepts of uniform distribution….Pages 204-367
Applications….Pages 368-432