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Mathematics and Computers in Simulation, Volume 161

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Volume 161, July 2019

Special issue on the Eleventh International Conference on Monte Carlo Methods and Applications (MCM 2017), held in Montreal, Canada, July 03-07, 2017

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Pierre L'Ecuyer:
Editorial Introduction to the Special Issue on MCM 2017. 1
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Alexander Keller, Ken Dahm:
Integral equations and machine learning. 2-12
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Henri Faure, Christiane Lemieux:
Implementation of irreducible Sobol' sequences in prime power bases. 13-22
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Patrick J. Laub, Robert Salomone, Zdravko I. Botev:
Monte Carlo estimation of the density of the sum of dependent random variables. 23-31
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Philippe Gagnon, Mylène Bédard, Alain Desgagné:
Weak convergence and optimal tuning of the reversible jump algorithm. 32-51
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Peter Kritzer, Friedrich Pillichshammer, Grzegorz W. Wasilkowski:
Truncation in average and worst case settings for special classes of ∞-variate functions. 52-65
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Hiroshi Haramoto, Makoto Matsumoto:
Checking the quality of approximation of p-values in statistical tests for random number generators by using a three-level test. 66-75
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Shin Harase:
Conversion of Mersenne Twister to double-precision floating-point numbers. 76-83
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Natalya Tracheva, Sergey Ukhinov:
A new Monte Carlo method for estimation of time asymptotic parameters of polarized radiation. 84-92
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Mark Huber, Bo Jones:
Faster estimates of the mean of bounded random variables. 93-101
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Hoang-Long Ngo, Dai Taguchi:
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients. 102-112
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Christian Lécot, Pierre L'Ecuyer, Rami El Haddad, Ali Tarhini:
Quasi-Monte Carlo simulation of coagulation-fragmentation. 113-124

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