Generation of non-uniform low-discrepancy sequences in quasi-Monte Carlo integration

MaRDI QIDQ3432015zbMATHFDO

Authors Natalia C. Roşca

Publication date 13 April 2007

zbMATH Keywords

low-discrepancy sequencesquasi-Monte Carlo integrationinversion method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Irregularities of distribution, discrepancy (11K38)

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(7)

• Formal group laws and non-uniform quasi-random sequences
• A direct inversion method for non-uniform quasi-random point sequences
• Non-uniform low-discrepancy sequence generation and integration of singular integrands
• Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
• Uniformly distributed points on the sphere
• Generation of non-uniform low-discrepancy sequences in the multidimensional case
• The acceptance-rejection method for low-discrepancy sequences

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