Parallel quasirandom number generations for heterogeneous computing environments

DOI10.1080/17445760802119913zbMath1170.65305OpenAlexW2036114396MaRDI QIDQ3612792

Hongmei Chi

Publication date: 10 March 2009

Published in: International Journal of Parallel, Emergent and Distributed Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17445760802119913

zbMATH Keywords

parameterisationscramblingheterogeneous computing environmentsparallel quasirandom number generation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Random number generation in numerical analysis (65C10)

Related Items (1)

Quasi-Monte Carlo method in population genetics parameter estimation

Uses Software

• Algorithm 823
• TOMS659

Cites Work

• Unnamed Item
• On the \(L_2\)-discrepancy for anchored boxes
• On the asymptotic distribution of scrambled net quadrature.
• The effective dimension and quasi-Monte Carlo integration
• Quasi-Random Sequences and Their Discrepancies
• Parallel Computing on Heterogeneous Networks
• Remark on algorithm 659
• Algorithm 823
• Computational Science – ICCS 2005
• Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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