Random number generation and quasi-Monte Carlo methods

✍ Scribed by Harald Niederreiter

• Publisher: Society for Industrial and Applied Mathematics
• Year: 1992
• Tongue: English
• Leaves: 250
• Series: CBMS-NSF regional conference series in applied mathematics 63
• Category: Library

✦ Synopsis

This book systematically goes through the theory of Quasi random sequences. It is a very nice compendium of the main results, and contains a few interesting insights. But don't expect much in terms of intuition about the results, and what is more important for a field that borderlines theory and applications, any solid examples or such references. But don't despair. Mandatory only if you are looking into using theory results from the area.

✦ Table of Contents

Random Number Generation and Quasi-Monte Carlo Methods......Page 1
Contents......Page 5
Preface......Page 7
CHAPTER 1 Monte Carlo Methods and Quasi-Monte Carlo Methods......Page 9
CHAPTER 2 Quasi-Monte Carlo Methods for Numerical Integration......Page 21
CHAPTER 3 Low-Discrepancy Point Sets and Sequences......Page 31
CHAPTER 4 Nets and (t,s)-Sequences......Page 55
CHAPTER 5 Lattice Rules for Numerical Integration......Page 109
CHAPTER 6 Quasi-Monte Carlo Methods for Optimization......Page 155
CHAPTER 7 Random Numbers and Pseudorandom Numbers......Page 169
CHAPTER 8 Nonlinear Congruential Pseudorandom Numbers......Page 185
CHAPTER 9 Shift-Register Pseudorandom Numbers......Page 199
CHAPTER 10 Pseudorandom Vector Generation......Page 213
APPENDIX A Finite Fields and Linear Recurring Sequences......Page 225
APPENDIX B Continued Fractions......Page 227
Bibliography......Page 231
Index......Page 247