On quasirandom sequences for numerical computations

DOI10.1016/0041-5553(88)90181-4MaRDI QIDQ4734648zbMATH OpenOpenAlexFDO

Authors Yu. L. Levitan, N. I. Markovich, S. G. Rozin, Il'ya Sobol'

Publication date 1988

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(88)90181-4

zbMATH Keywords

Monte Carlo algorithmquasirandom sequences

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited in

(7)

• Random and quasirandom sequences: Numerical estimates of uniformity of distribution
• A pseudo-random number generator for personal computers
• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
• A new measure of irregularity of distribution
• On the crude multidimensional search
• Quasi-Random Sequences and Their Discrepancies
• One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods

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