On the use of low discrepancy sequences in Monte Carlo methods

DOI10.1515/mcma.1996.2.4.295zbMath0868.65010OpenAlexW1993957253MaRDI QIDQ3123977

Bruno Tuffin

Publication date: 18 August 1997

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1996.2.4.295

zbMATH Keywords

convergencevariance reductionlow discrepancy sequencesMonte Carlo integrationquasi-Monte Carlo methodsHalton sequencesSobol sequencesFaure sequencesNiederreiter sequencesSQRT sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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