Programs to generate Niederreiter's low-discrepancy sequences

DOI10.1145/198429.198436zbMath0890.65007OpenAlexW2079294336WikidataQ113310446 ScholiaQ113310446MaRDI QIDQ4371724

Paul Bratley, Harald Niederreiter, Bennett L. Fox

Publication date: 25 January 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1994-20/

zbMATH Keywords

low-discrepancy sequencesquasi-Monte Carloquasirandom sequencesNiederreiter sequences

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items

A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems, Discrepancy behaviour in the non-asymptotic regime, Efficient sampling in approximate dynamic programming algorithms, Unnamed Item, Error trends in quasi-Monte Carlo integration, The sparse structure of high-dimensional integrands, Algorithm 738

Uses Software

• TOMS659