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Monte Carlo integration with quasi-random numbers: some experience

✍ Scribed by Michael Berblinger; Christoph Schlier


Book ID
107745440
Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
885 KB
Volume
66
Category
Article
ISSN
0010-4655

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Monte Carlo integration with quasi-rando
✍ M. Berblinger; Ch. Schlier; T. Weiss πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 821 KB

Monte Carlo integration with a sequence of quasi-random numbers is, in general, advantageous compared to using pseudo-random numbers. This has been demonstrated also for step-function integrands, though no theorems to prove it are known. In this paper we show by means of careful computer experiments