[FAM-news] reminder, this week's seminars

Sandra Trenovatz sandra at fam.tuwien.ac.at
Mon Jun 13 14:41:37 CEST 2005


Th, 16.06.2005, 16:30, Seminar room 107

             Jürgen Hartinger (Graz University of Technology)

             Rare Events - Monte Carlo and Quasi-Monte Carlo Methods
             (joint work with Dominik Kortschak)

Recently, there has been much interest in developing Monte Carlo methods for
estimating rare event probabilities. The reason seems to be two-fold: The
topic is of major interest in areas such as credit and insurance risk or
telecommunication networks and presents a challenge from mythological point
of view as naive methods lead to ineligible variances for the estimates.
After an overview on existing methods in a Monte Carlo setting, in this talk
we focus on theoretical and empirical aspects of (randomized) QMC methods in
rare event sampling.

Mo, 20.06.2005, 16:15 in seminar room 104

             Reinhold Kainhofer

             Quasi-Monte Carlo Methoden -- Am Schnittpunkt von numerischer
             Analysis, Zahlentheorie und Finanzmathematik

             Vortragsreihe: Wissenswertes der Mathematik,

For further details (including abstracts) see

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