𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Random number generation and quasi-Monte Carlo methods

✍ Scribed by Harald Niederreiter

Book ID
127456082
Publisher
Society for Industrial and Applied Mathematics
Year
1992
Tongue
English
Weight
2 MB
Series
CBMS-NSF regional conference series in applied mathematics 63
Category
Library
City
Philadelphia, Pa
ISBN
0898712955

No coin nor oath required. For personal study only.

✦ Synopsis

Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers.

✦ Subjects

Вычислительная математика

📜 SIMILAR VOLUMES

Random Number Generation and Monte Carlo
Random Number Generation and Monte Carlo Methods
✍ James E. Gentle 📂 Library 📅 2003 🏛 Springer 🌐 English ⚖ 3 MB

This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. The book covers basic principles, as well as newer methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte