Relative merits of random number generators: Indirect approach
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Publication:1000076
DOI10.1016/j.na.2004.09.007zbMath1224.65006MaRDI QIDQ1000076
Publication date: 4 February 2009
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2004.09.007
computational complexity; Monte Carlo method; probabilistic algorithm; pseudo-random number generators; root-mean-square error
65C05: Monte Carlo methods
65C10: Random number generation in numerical analysis
65Y20: Complexity and performance of numerical algorithms
Uses Software