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

zbMATH Open1113.65005MaRDI QIDQ3432015FDOQ3432015

Authors: Natalia C. Roşca 

Publication date: 13 April 2007

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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)

Cited In (7)

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

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