Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
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Publication:4880907
DOI10.1515/mcma.1996.2.1.1zbMath0851.65015OpenAlexW2082673699MaRDI QIDQ4880907
Igor Radović, Robert F. Tichy, Ilya M. Sobol'
Publication date: 23 June 1996
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma.1996.2.1.1
numerical integrationnumerical experimentsMonte Carlo methodlow discrepancy sequencesquasi-Monte Carlo methodHalton sequencesuniformly distributed sequencesSobol sequencesFaure sequencesNiederreiter sequences
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