A numerical sampling problem and the Weyl pseudorandom numbers

DOI10.1007/BF01385800MaRDI QIDQ1183039zbMATH OpenFDO

Authors L. Bittner

Publication date 28 June 1992

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/133569

zbMATH Keywords

numerical integrationnumerical samplingWeyl pseudorandom numbersWeyl sequences

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32)

Review text

The author describes a problem leading directly to Weyl sequences and their relation to numerical integration. He then proposes the use of certain rational sequences apparently well qualified for computation and the practical problem.

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Cites work

• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• scientific article; zbMATH DE number 3454731 (Why is no real title available?)
• scientific article; zbMATH DE number 3227205 (Why is no real title available?)
• Tables of good lattices in four and five dimensions
• Zur numerischen Auswertung mehrdimensionaler Integrale

Cited in

(2)

• A class of random number generators based on Weyl sequence
• Random Weyl sampling for robust numerical integration of complicated functions

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