ENGLISH

Random Number Generation and Quasi-Monte Carlo Methods

By Harald Niederreiter

Book information

Publisher
Society for Industrial Mathematics
Year
1992
ISBN
9780898712957, 0898712955
LCC
QA298 .N54 1992
Open Library ID
OL1710660M
Language
english
Format
PDF
Filesize
18 MB (18444391 bytes)
Series
CBMS-NSF Regional Conference Series in Applied Mathematics
Pages
250\250
Time added
2010-04-25 21:59:20

Description

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.

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