Normalization of the Spectral Test in High Dimensions

DOI10.1515/MCMA.2004.10.3-4.265MaRDI QIDQ4655051zbMATH OpenOpenAlexFDO

Authors K. Entacher, Gerold Laimer, Harald Röck, Andreas Uhl

Publication date 10 March 2005

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma.2004.10.3-4.265

zbMATH Keywords

lattice ruleslinear congruential pseudo-random number generatorsMonte Carlo simulationparameter searchquasi Monte Carlo methodsspectral test

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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