Main Random number generation and quasi-Monte Carlo methods

Random number generation and quasi-Monte Carlo methods

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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.
Request Code : ZLIBIO72731
Categories:
Year:
1992
Publisher:
Society for Industrial and Applied Mathematics
Language:
English
Pages:
250
ISBN 10:
0898712955
ISBN 13:
9780898712957
ISBN:
9780898712957,0898712955
Series:
CBMS-NSF regional conference series in applied mathematics 63

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