Multidimensional numerical integration using pseudorandom numbers

DOI10.1007/BFb0121112zbMath0619.65012OpenAlexW133028396MaRDI QIDQ3756401

Harald Niederreiter

Publication date: 1986

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0121112

zbMATH Keywords

numerical integrationMonte Carlo methodlinear congruential pseudorandom numbersquasirandom pointsTausworthe pseudorandom numbers

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Random number generation in numerical analysis (65C10) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (8)

Newton's method for quadratic stochastic programs with recourse ⋮ A quasi-Monte Carlo Metropolis algorithm ⋮ Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration ⋮ Consistency of Markov chain quasi-Monte Carlo on continuous state spaces ⋮ Realistic analysis of some randomized algorithms ⋮ Point sets and sequences with small discrepancy ⋮ Parallel processors for planning under uncertainty ⋮ Low-discrepancy point sets

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