On quasi-Monte Carlo integrations

Mathematics and Computers in Simulation

Volumn 47, Issue 2-5, 1998, Pages 103-112

  Sobol, I M ^a  

^a INSTITUTE OF MATHEMATICAL MODELING   (Russian Federation)

Author keywords

Low discrepancy sequences; Monte Carlo method; Numerical integration; Quasi Monte Carlo method; Uniformly distributed sequences

Indexed keywords

EID: 0000876857     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-4754(98)00096-2     Document Type: Article

References (18)

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