𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Fast generation of low-discrepancy sequences

✍ Scribed by J. Struckmeier

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
641 KB
Volume
61
Category
Article
ISSN
0377-0427

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Polynomial discrepancy of sequences
Polynomial discrepancy of sequences
✍ Bernhard Klinger; Robert F. Tichy πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 443 KB

Generalizing E. Hlawka's concept of polynomial discrepancy we introduce a similar concept for sequences in the unit cube and on the sphere. We investigate the relation of this polynomial discrepancy to the usual discrepancy and obtain lower and upper bounds. In a final section some computational res

Generating low-discrepancy sequences fro
Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?
✍ Giray Γ–kten; Ahmet GΓΆncΓΌ πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 744 KB

Quasi-Monte Carlo simulation is a popular numerical method in applications, in particular, economics and finance. Since the normal distribution occurs frequently in economic and financial modeling, one often needs a method to transform low-discrepancy sequences from the uniform distribution to the n