Publications

  • F. Puchhammer, A. Ben Abdellah, P. L'Ecuyer: Variance Reduction with Array-RQMC for Tau-Leaping Simulation of Stochastic Biological and Chemical Reaction Networks. Submitted. [arXiv]
  • P. L'Ecuyer, F. Puchhammer, and A. Ben Abdellah: Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning. Submitted. [arXiv]
  • A. Ben Abdellah, P.  L'Ecuyer, A. B. Owen, F. Puchhammer: Density estimation by Randomized Quasi-Monte Carlo. SIAM/ASA Journal on Uncertainty Quantification. Accepted for publication.  [arXiv]
  • A. Ben Abdellah, P. L'Ecuyer, F. Puchhammer: Array-RQMC for Option Pricing Under Stochastic Volatility Models. Proceedings of the 2019 Winter Simulation Conference, IEEE Press, 440-451, 2019. [Paper]
  • F. Puchhammer: On an explicit lower bound for the star discrepancy in three dimensions. Mathematics and computers in Simulation 143: 158--168, 2018. [Paper] [arXiv]
  • R. Hofer, F. Puchhammer:  On the discrepancy of two-dimensional perturbed Halton--Kronecker sequences and lacunary trigonometric products. Acta Arithmetica 180(4):365--392, 2017.  [Paper] [arXiv]
  • G. Larcher, F. Puchhammer: An improved bound for the star discrepancy of sequences in the unit interval. Uniform distribution theory 11 (1):1--14, 2016. [Paper]
  • B. Eichinger, F. Puchhammer, P. Yuditskii: Jacobi flow on SMP matrices and Killip-Simon problem on two disjoint intervals.  Comput. methods funct. theory 16 no. 1, 3--41, 2016.  [Paper]

 

Further Publications

N. I. Akhiezer: A Generalization of a minimal problem of Korkin-Zolotarev kind, 2014. [arXiv]

(Translation from German into English of Akhiezer's  historical paper "Verallgemeinerung einer Korkin-Zolotareffschen  Minimum-Aufgabe").

Dissertation

Discrepancy estimates of point sets and sequences (2017).

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Master Thesis

Quasi-Monte Carlo integration of generalized Walsh series based on digital nets and polynomial lattices (2013). 

 

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Bachelor Theses

2.  Wechselbeziehungen in der Existenz von orthogonalen Lateinischen Quadraten, affinen und

projektiven Ebenen und (0,m,s)-Netzen.

1.  Erzeugung normalverteilter Zufallszahlen und -vektoren.

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