On the use of low discrepancy sequences in Monte Carlo methods (Q3123977): Difference between revisions

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Revision as of 20:52, 19 March 2024

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On the use of low discrepancy sequences in Monte Carlo methods
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    On the use of low discrepancy sequences in Monte Carlo methods (English)
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    18 August 1997
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    Monte Carlo integration
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    SQRT sequences
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    Sobol sequences
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    Faure sequences
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    quasi-Monte Carlo methods
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    low discrepancy sequences
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    variance reduction
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    convergence
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    Halton sequences
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    Niederreiter sequences
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