Multidimensional quasi-Monte Carlo methods

DOI10.1016/0304-3975(94)90073-6zbMath0823.65009OpenAlexW2059283192MaRDI QIDQ1314409

Henri Faure

Publication date: 3 March 1994

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-3975(94)90073-6

zbMATH Keywords

random number generationquasi-random numbersdiscrepancies inequalitiesmultidimensional quasi-Monte Carlo methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (2)

An algorithm to compute bounds for the star discrepancy ⋮ Extensions of Atanassov’s Methods for Halton Sequences

Cites Work

• Point sets and sequences with small discrepancy
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Low-discrepancy and low-dispersion sequences
• Discrépance de suites associées à un système de numération (en dimension s)
• On the distribution of points in a cube and the approximate evaluation of integrals
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