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Programs to generate Niederreiter's low-discrepancy sequences

✍ Scribed by Bratley, Paul; Fox, Bennett L.; Niederreiter, Harald

Book ID: 126565252
Publisher: Association for Computing Machinery
Year: 1994
Tongue: English
Weight: 94 KB
Volume: 20
Category: Article
ISSN: 0098-3500
DOI: 10.1145/198429.198436

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This paper deals with a recent modi"cation of the Monte Carlo method known as quasi-random Monte Carlo. Under this approach, one uses specially selected deterministic sequences rather than random sequences as in Monte Carlo. These special sequences are known as low discrepancy sequences and have the