On the use of low discrepancy sequences in Monte Carlo methods (Q3123977): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the use of low discrepancy sequences in Monte Carlo methods |
scientific article |
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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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