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

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-.1016/j.mcm.2010.12.011
@@ Property / DOI: 10.1016/j.mcm.2010.12.011 / rank @@
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+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C10
@@ Property / Mathematics Subject Classification ID: 65C10 / rank @@
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+5929967
@@ Property / zbMATH DE Number: 5929967 / rank @@
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@@ Property / zbMATH Keywords @@
+quasi-Monte Carlo
@@ Property / zbMATH Keywords: quasi-Monte Carlo / rank @@
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@@ Property / zbMATH Keywords @@
+low-discrepancy sequences
@@ Property / zbMATH Keywords: low-discrepancy sequences / rank @@
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@@ Property / zbMATH Keywords @@
+box-muller
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+inverse transformation method
@@ Property / zbMATH Keywords: inverse transformation method / rank @@
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@@ Property / cites work @@
+Simulation methodology - an introduction for queueing theorists
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+Randomized quasi-Monte Carlo methods in pricing securities
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+Using Box-Muller with Low Discrepancy Points
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@@ Property / DOI @@
+.1016/J.MCM.2010.12.011
@@ Property / DOI: 10.1016/J.MCM.2010.12.011 / rank @@
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+Publication:552152