scientific article; zbMATH DE number 1790449

zbMath1012.65002MaRDI QIDQ4549518

Giray Ökten, Ashok Srinivasan

Publication date: 8 December 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical integrationnumerical examplesparallelizationpseudorandom numberslow-discrepancy sequencesquasi-Monte Carlo methodscrambled Halton sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (5)

Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy ⋮ High-performance financial simulation using randomized quasi-Monte Carlo methods ⋮ Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations ⋮ Parameterization based on randomized quasi-Monte Carlo methods ⋮ Parallel quasirandom number generations for heterogeneous computing environments

Uses Software

• SPRNG

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