Application of Halton's sequences in the Monte-Carlo method

DOI10.1007/BF01131863zbMath0875.65020MaRDI QIDQ1816353

A. V. Shostak, N. F. Trubitsyn

Publication date: 20 January 1997

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

pseudorandom number sequencesstandard congruential generatoruniformly distributed Halton sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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