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

MaRDI QIDQ3432015zbMATH OpenFDO

Authors Natalia C. Roşca

Publication date 13 April 2007

zbMATH Keywords

inversion methodlow-discrepancy sequencesquasi-Monte Carlo integration

Mathematics Subject Classification ID

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

Recommendations

• Generation of non-uniform low-discrepancy sequences in the multidimensional case
• Non-uniform low-discrepancy sequence generation and integration of singular integrands
• scientific article; zbMATH DE number 4082826
• A direct inversion method for non-uniform quasi-random point sequences
• Quasi-Random Sequences and Their Discrepancies

Cited in

(7)

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

This page was built for publication: Generation of non-uniform low-discrepancy sequences in quasi-Monte Carlo integration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3432015)