Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 63)
ISBN-13:
9780898712957
ISBN-10:
0898712955
Author:
Harald Niederreiter
Publication date:
1992
Publisher:
Society for Industrial and Applied Mathematics
Format:
Paperback
241 pages
FREE US shipping
Book details
ISBN-13:
9780898712957
ISBN-10:
0898712955
Author:
Harald Niederreiter
Publication date:
1992
Publisher:
Society for Industrial and Applied Mathematics
Format:
Paperback
241 pages
Summary
Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 63) (ISBN-13: 9780898712957 and ISBN-10: 0898712955), written by authors
Harald Niederreiter, was published by Society for Industrial and Applied Mathematics in 1992.
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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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