A probabilistic result on the discrepancy of a hybrid-monte carlo sequence and applications

Monte Carlo Methods and Applications

Volumn 2, Issue 4, 1996, Pages 255-270

  Ökten, Giray ^a  

^a CLAREMONT GRADUATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000200277     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma.1996.2.4.255     Document Type: Article

References (5)

1. J. Spanier. Quasi-Monte Carlo Methods for Particle Transport Problems. Proc. Con/, on Monte Carlo Methods in Scientific Computing, Univ. Las Vegas, 1994.
2. Quasi-Monte Carlo Methods Applied to Oil Well Logging Problems, CGS Mathematics Clinic Final Report to Chevron Petroleum Technology Company, June, 1994.
3. L. Li, Quasi-Monte Carlo Methods for Transport Equations. Ph.D. dissertation, The Claremont Graduate School, 1995.
4. G. kten. A New Hybrid-Monte Carlo Method Applied to Problems from Finance and Transport Theory. Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, University of Salzburg, Austria, July 9-12, 1996.
5. H. Niederreiter. Random Number Generation and Quasi-Monte Carlo Methods. CBMSSIAM, 1992.