Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152)
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scientific article; zbMATH DE number 5929967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? |
scientific article; zbMATH DE number 5929967 |
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Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (English)
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21 July 2011
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quasi-Monte Carlo
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low-discrepancy sequences
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box-muller
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inverse transformation method
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