On randomization of Halton quasi-random sequences

DOI10.3103/S1063454117040070zbMath1440.65010OpenAlexW2771516198MaRDI QIDQ1742112

Sergeĭ Mikhaĭlovich Ermakov

Publication date: 11 April 2018

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454117040070

zbMATH Keywords

Monte Carlo methodsquasi-random sequencesHalton sequencesrandom quadrature formulas

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites Work

• A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
• Quasi-Monte Carlo methods and pseudo-random numbers
• Unnamed Item

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