On quasirandom sequences for numerical computations

DOI10.1016/0041-5553(88)90181-4zbMath0684.65006OpenAlexW2010333572MaRDI QIDQ4734648

Yu. L. Levitan, S. G. Rozin, N. I. Markovich, Ilya M. Sobol'

Publication date: 1988

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(88)90181-4

zbMATH Keywords

Monte Carlo algorithmquasirandom sequences

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (5)

One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods ⋮ On the crude multidimensional search ⋮ A pseudo-random number generator for personal computers ⋮ A new measure of irregularity of distribution ⋮ Random and quasirandom sequences: Numerical estimates of uniformity of distribution

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