Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators (Q4723131)

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scientific article; zbMATH DE number 3996982
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Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
scientific article; zbMATH DE number 3996982

    Statements

    Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators (English)
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    1986
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    simulation
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    Low-discrepancy sequences
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    error bounds
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    multidimensional integration
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    global optimization
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    pseudorandom generator
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    network algorithm
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    multivariate normal integrals
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