Tuning the Generation of Sobol Sequence with Owen Scrambling

DOI10.1007/978-3-642-12535-5_54zbMath1280.65005OpenAlexW2130486311MaRDI QIDQ3068936

Aneta Karaivanova, Sofiya Ivanovska, Emanouil Atanassov

Publication date: 18 January 2011

Published in: Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-12535-5_54

Mathematics Subject Classification ID

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

Related Items (3)

Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data ⋮ On the Parallel Implementation of Quasi-Monte Carlo Algorithms ⋮ On the Preconditioned Quasi-Monte Carlo Algorithm for Matrix Computations

Uses Software

• Algorithm 823
• TOMS659

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