Monté Carlo

Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute.

A two-time GRAMMY Award winner, bassist, producer, composer, and all-around musician Marcus Miller has been a student and a leader, a creator and an interpreter, a master and a mentor in the art form of music - from his teen years to the present - with many more miles to go before he sleeps…a profound past paving the way to an as yet unfathomable future. Marcus continues this legacy with A Night in Monte-Carlo, a live audio document of an amazing concert he was commissioned to perform on November 29, 2008 in the "rich man's playground" of Monaco - a performance of music of his choice, much of it from his pen, featuring his arrangements for symphony orchestra. It features Marcus leading both his quartet and the Monte-Carlo Philharmonic Orchestra, with special guests: trumpeter Roy Hargrove as well as singer, songwriter and guitarist Raul Midón.

‘It will be a strange score: people will either not like it at all, or will like it enormously’, prophesied Camille Saint-Saëns a few days before the premiere of Déjanire. The opera, first performed in Monte Carlo on 14 March 1911, is based on incidental music written in 1898 for the Béziers Arena. Fascinated by the subject, the composer soon wanted to give it a second, more ambitious life. He therefore conceived a mythological epic that inspired ‘powerfully evocative music’, according to Gabriel Fauré, who was struck by the impact of the choral writing.

This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as the textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the alter chapters can be potential thesis topics for masters’ or Ph.D. students in statistics or computer science departments.

This pocket-sized travel guide to Nice, Cannes & Monte Carlo is a convenient, quick-reference companion to discovering what to do, what to see and how to get around the destination. It covers top attractions like Promenade des Anglais, La Croisette, the Musee Matisse, Zplage, The Vieux Port, as well as hidden gems, including Cap d'Ail and Royal Fort. Our Nice, Cannes & Monte Carlo guide book will save you time and enhance your exploration of this fascinating region. This Nice, Cannes & Monte Carlo travel guide has been fully updated post-COVID-19.

Der Text gibt eine Einführung in die Mathematik und die Anwendungsmöglichkeiten der Monte Carlo-Methoden und verwendet dazu durchgängig die Sprache der Stochastik. Der Leser lernt die Grundprinzipien und wesentlichen Eigenschaften dieser Verfahren kennen und wird dadurch in den Stand versetzt, dieses wichtige algorithmische Werkzeug kompetent einsetzen und die Ergebnisse interpretieren zu können.

Rendering photorealistic images is a costly process which can take up to several days in the case of high quality images. In most cases, the task of sampling the incident radiance function to evaluate the illumination integral is responsible for an important share of the computation time. Therefore, to reach acceptable rendering times, the illumination integral must be evaluated using a limited set of samples. Such a restriction raises the question of how to obtain the most accurate approximation possible with such a limited set of samples.

‘It will be a strange score: people will either not like it at all, or will like it enormously’, prophesied Camille Saint-Saëns a few days before the premiere of Déjanire. The opera, first performed in Monte Carlo on 14 March 1911, is based on incidental music written in 1898 for the Béziers Arena. Fascinated by the subject, the composer soon wanted to give it a second, more ambitious life. He therefore conceived a mythological epic that inspired ‘powerfully evocative music’, according to Gabriel Fauré, who was struck by the impact of the choral writing. Yet the love drama that rends the heroine’s heart engenders wildly romantic duets and culminates in the public immolation of Hercules, set ablaze by the poisoned tunic offered to him by the fallen queen. This new Déjanire received high praise from the critics, who flocked to Monaco to see it. But the modernist path that French opera was taking at the time did not allow the work to survive the upheavals of the First World War. It would have been a shame to prolong this unjustified ostracism any longer.

Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems.