Random and quasirandom sequences: Numerical estimates of uniformity of distribution

DOI10.1016/0895-7177(93)90160-ZMaRDI QIDQ1324239zbMATH OpenOpenAlexFDO

Authors B. V. Shukman, Il'ya Sobol'

Publication date 3 January 1995

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0895-7177(93)90160-z

zbMATH Keywords

Halton sequencemultidimensional numerical integrationrandom sequencesquasirandom sequencesmeasure of irregularity of distribution\(\text{LP}_ \tau\)-sequence[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Faur%EF%BF%BD%EF%BF%BD+sequence&go=Go Faur�� sequence]

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites work

• scientific article; zbMATH DE number 3898955 (Why is no real title available?)
• scientific article; zbMATH DE number 3454731 (Why is no real title available?)
• scientific article; zbMATH DE number 3310475 (Why is no real title available?)
• A comparative study of pseudo and quasi random sequences for the solution of integral equations
• A new measure of irregularity of distribution
• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
• Algorithm 659
• An efficient approach to multicriteria optimum design problems
• Discrépance de suites associées à un système de numération (en dimension s)
• Low-discrepancy and low-dispersion sequences
• On a pseudo-random number generator for personal computers
• On quasirandom sequences for numerical computations
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Quasi-Monte Carlo methods and pseudo-random numbers
• Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests
• Uniformly distributed sequences with an additional uniform property

Cited in

(13)

• scientific article; zbMATH DE number 1872987 (Why is no real title available?)
• On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models
• scientific article; zbMATH DE number 1402569 (Why is no real title available?)
• The smallest probability interval a sequence is random for: a study for six types of randomness
• Regularity, uniformity, and quasirandomness
• scientific article; zbMATH DE number 4066203 (Why is no real title available?)
• Pesudo random numbers for the Landau and Vavilov distributions
• Optimization of the head shape of the CRH3 high speed train
• On the uniformity of distribution of the Naor-Reingold pseudo-random function
• Quasirandom sequences in random process simulation algorithms
• Quasi-Random Sequences and Their Discrepancies
• On the 80th birthday of Il’ya Meierovich Sobol
• scientific article; zbMATH DE number 473061 (Why is no real title available?)

Describes a project that uses

Uses Software

• TOMS659
• Algorithm 647
• AS 183

This page was built for publication: Random and quasirandom sequences: Numerical estimates of uniformity of distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1324239)