Quasi-Random Sequences and Their Discrepancies

DOI10.1137/0915077zbMath0815.65002OpenAlexW2098269688MaRDI QIDQ4316305

William J. Morokoff, Russel E. Caflisch

Publication date: 14 June 1995

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0915077

zbMATH Keywords

integral equations Monte Carlo methods Brownian sheet low discrepancy sequences particle simulations quasi-random sequence

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

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