Search Results

Random Number Generation and Quasi-Monte Carlo Methods

Download or Read eBook Random Number Generation and Quasi-Monte Carlo Methods PDF written by Harald Niederreiter and published by SIAM. This book was released on 1992-01-01 with total page 247 pages. Available in PDF, EPUB and Kindle.
Random Number Generation and Quasi-Monte Carlo Methods
Author :
Publisher : SIAM
Total Pages : 247
Release :
ISBN-10 : 1611970083
ISBN-13 : 9781611970081
Rating : 4/5 (83 Downloads)

Book Synopsis Random Number Generation and Quasi-Monte Carlo Methods by : Harald Niederreiter

Book excerpt: Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists.


Random Number Generation and Quasi-Monte Carlo Methods Related Books

Random Number Generation and Quasi-Monte Carlo Methods
Language: en
Pages: 247
Authors: Harald Niederreiter
Categories: Mathematics
Type: BOOK - Published: 1992-01-01 - Publisher: SIAM

DOWNLOAD EBOOK

Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This vo
Uniform Distribution and Quasi-Monte Carlo Methods
Language: en
Pages: 294
Authors: Peter Kritzer
Categories: Mathematics
Type: BOOK - Published: 2014-08-19 - Publisher: Walter de Gruyter GmbH & Co KG

DOWNLOAD EBOOK

This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Alge
Introduction to Quasi-Monte Carlo Integration and Applications
Language: en
Pages: 206
Authors: Gunther Leobacher
Categories: Mathematics
Type: BOOK - Published: 2014-09-12 - Publisher: Springer

DOWNLOAD EBOOK

This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive t
Monte Carlo and Quasi-Monte Carlo Methods
Language: en
Pages: 624
Authors: Ronald Cools
Categories: Mathematics
Type: BOOK - Published: 2016-06-13 - Publisher: Springer

DOWNLOAD EBOOK

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that w
Monte Carlo and Quasi-Monte Carlo Sampling
Language: en
Pages: 373
Authors: Christiane Lemieux
Categories: Mathematics
Type: BOOK - Published: 2009-04-03 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on
Scroll to top