Random Number Generation and Quasi-Monte Carlo Methods

Random Number Generation and Quasi-Monte Carlo Methods
Author :
Publisher : SIAM
Total Pages : 247
Release :
ISBN-10 : 1611970083
ISBN-13 : 9781611970081
Rating : 4/5 (081 Downloads)

Book Synopsis Random Number Generation and Quasi-Monte Carlo Methods by : Harald Niederreiter

Download or read book Random Number Generation and Quasi-Monte Carlo Methods written by Harald Niederreiter and published by SIAM. This book was released on 1992-01-01 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists.


Random Number Generation and Quasi-Monte Carlo Methods Related Books

Random Number Generation and Quasi-Monte Carlo Methods
Language: en
Pages: 247
Authors: Harald Niederreiter
Categories: Mathematics
Type: BOOK - Published: 1992-01-01 - Publisher: SIAM

GET EBOOK

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 vo
Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
Language: en
Pages: 391
Authors: Harald Niederreiter
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

GET EBOOK

Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods w
Monte Carlo and Quasi-Monte Carlo Methods
Language: en
Pages: 624
Authors: Ronald Cools
Categories: Mathematics
Type: BOOK - Published: 2016-06-13 - Publisher: Springer

GET EBOOK

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that w
Monte Carlo and Quasi-Monte Carlo Methods 1996
Language: en
Pages: 463
Authors: Harald Niederreiter
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

GET EBOOK

Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refe
Monte Carlo and Quasi-Monte Carlo Methods
Language: en
Pages: 533
Authors: Bruno Tuffin
Categories: Computers
Type: BOOK - Published: 2020-05-01 - Publisher: Springer Nature

GET EBOOK

​This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that wa