Title: Random Number Generation and Quasi-Monte Carlo Methods.
Abstract: Preface 1. Monte Carlo methods and Quasi-Monte Carlo methods 2. Quasi-Monte Carlo methods for numerical integration 3. Low-discrepancy point sets and sequences 4. Nets and (t,s)-sequences 5. Lattice rules for numerical integration 6. Quasi- Monte Carlo methods for optimization 7. Random numbers and pseudorandom numbers 8. Nonlinear congruential pseudorandom numbers 9. Shift-Register pseudorandom numbers 10. Pseudorandom vector generation Appendix A. Finite fields and linear recurring sequences Appendix B. Continued fractions Bibliography Index.
Publication Year: 1993
Publication Date: 1993-06-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 3124
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