Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5929967
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? |
scientific article; zbMATH DE number 5929967 |
Statements
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (English)
0 references
21 July 2011
0 references
quasi-Monte Carlo
0 references
low-discrepancy sequences
0 references
box-muller
0 references
inverse transformation method
0 references
0 references
0 references
0.8703364729881287
0 references
0.8016614317893982
0 references
0.8014795780181885
0 references
0.782584011554718
0 references
0.7750633358955383
0 references
