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scientific article; zbMATH DE number 2000358
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scientific article; zbMATH DE number 2000358 |
Statements
3 November 2003
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Sobol' quasirandom sequence
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Halton quasirandom sequence
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numerical examples
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quasi-Monte Carlo methods
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variance reduction
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integration
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importance sampling
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error bounds
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convergence
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pseudorandom numbers
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Faure quasirandom sequences
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0.8814522624015808
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0.8714686632156372
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