Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
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Publication:4723131
DOI10.1145/22721.356187zbMath0615.65003OpenAlexW2007576462MaRDI QIDQ4723131
Publication date: 1986
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/1986-12/
global optimizationsimulationerror boundspseudorandom generatormultidimensional integrationLow-discrepancy sequencesnetwork algorithmmultivariate normal integrals
Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32)
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