Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152): Difference between revisions

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Property / DOI: 10.1016/j.mcm.2010.12.011 / rank
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Latest revision as of 21:20, 9 December 2024

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Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
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    Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (English)
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    21 July 2011
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    quasi-Monte Carlo
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    low-discrepancy sequences
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    box-muller
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    inverse transformation method
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