Quasi-Monte Carlo methods and pseudo-random numbers

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DOI10.1090/S0002-9904-1978-14532-7zbMath0404.65003OpenAlexW2140262981WikidataQ96623555 ScholiaQ96623555MaRDI QIDQ4190029

Harald Niederreiter

Publication date: 1978

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9904-1978-14532-7

zbMATH Keywords

Bibliography Survey Exponential Sums Application of Diophantine Approximations Equidistribution Test Good Lattice Points Interdependence of Successive Terms Linear Congruential Pseudo-Random Numbers Pseudo-Random Numbers Quasi- Random Points Quasi-Monte Carlo Integration Quasi-Monte Carlo Methods Random Numbers Vs. Pseudorandom Numbers Serial Test

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Recurrences (11B37) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Continued fractions and generalizations (11J70) Random number generation in numerical analysis (65C10) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical quadrature and cubature formulas (65D32) Trigonometric and exponential sums (general theory) (11L03) PV-numbers and generalizations; other special algebraic numbers; Mahler measure (11R06) Irregularities of distribution, discrepancy (11K38) Distribution modulo one (11J71) General theory of distribution modulo (1) (11K06)

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