Multidimensional numerical integration using pseudorandom numbers
DOI10.1007/BFB0121112zbMATH Open0619.65012OpenAlexW133028396MaRDI QIDQ3756401FDOQ3756401
Authors: Harald Niederreiter 
Publication date: 1986
Published in: Mathematical Programming Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0121112
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- Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
numerical integrationMonte Carlo methodlinear congruential pseudorandom numbersquasirandom pointsTausworthe pseudorandom numbers
Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55)
Cited In (13)
- Newton's method for quadratic stochastic programs with recourse
- Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
- Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration
- Randomized Smolyak algorithms based on digital sequences for multivariate integration
- Parallel processors for planning under uncertainty
- Point sets and sequences with small discrepancy
- High-discrepancy sequences for high-dimensional numerical integration
- A quasi-Monte Carlo Metropolis algorithm
- Title not available (Why is that?)
- Van der Corput sequences, Kakutani transforms and one-dimensional numerical integration
- Low-discrepancy point sets
- Realistic analysis of some randomized algorithms
- Numerical integration using sequences generating permutations
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