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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| English | Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators |
scientific article; zbMATH DE number 3996982 |
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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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0.89668953
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0.8918784
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0.8742333
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0.87385947
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