Fast generation of low-discrepancy sequences

DOI10.1016/0377-0427(94)00054-5zbMath0840.65006OpenAlexW2021464969MaRDI QIDQ1903650

Yanyan Li

Publication date: 30 June 1996

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(94)00054-5

zbMATH Keywords

algorithmsnumerical experimentslow discrepancy sequencesrandom number generatorsHalton sequences

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items

Subsampling bias and the best-discrepancy systematic cross validation, Simulation of boundary value problems for the Boltzmann equation, From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules, High-performance financial simulation using randomized quasi-Monte Carlo methods, Randomized quasi-Monte Carlo methods in pricing securities, Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences, Parameterization based on randomized quasi-Monte Carlo methods, Randomized Halton sequences

Cites Work

• A direct simulation Monte Carlo scheme and uniformly distributed sequences for solving the Boltzmann equation
• Van der Corput sequences, Kakutani transforms and one-dimensional numerical integration
• Discrépances de suites associées à un système de numération (en dimension un)
• RANDOM NUMBERS FALL MAINLY IN THE PLANES
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item