Generation of quasi-random (LP_ ) vectors for parallel computation

DOI10.1016/0010-4655(94)90006-XzbMATH Open0878.65005MaRDI QIDQ1365883FDOQ1365883

Authors: B. V. Shukhman 

Publication date: 12 January 1998

Published in: Computer Physics Communications (Search for Journal in Brave)

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zbMATH Keywords

parallel computationgenerationrecurrent algorithmFaure sequencesquasi-random sequence

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Parallel numerical computation (65Y05)

Cites Work

• Algorithm 659
• Discrépance de suites associées à un système de numération (en dimension s)
• Title not available (Why is that?)
• An economic method of computing LPτ-sequences
• Title not available (Why is that?)

Cited In (2)

• A variance reducing multiplier for Monte Carlo integrations
• Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products

Uses Software

• TOMS659

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