Generation of quasi-random \(\text{(LP}_ \tau)\) vectors for parallel computation

DOI10.1016/0010-4655(94)90006-XzbMath0878.65005MaRDI QIDQ1365883

Boris V. Shukhman

Publication date: 12 January 1998

Published in: Computer Physics Communications (Search for Journal in Brave)

zbMATH Keywords

parallel computationgenerationrecurrent algorithmFaure sequencesquasi-random sequence

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Random number generation in numerical analysis (65C10)

Related Items

A variance reducing multiplier for Monte Carlo integrations ⋮ Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products

Uses Software

• TOMS659

Cites Work

• Algorithm 659
• An economic method of computing LPτ-sequences
• Discrépance de suites associées à un système de numération (en dimension s)
• Unnamed Item
• Unnamed Item