Quasi-Monte carlo integration

Journal of Computational Physics

Volumn 122, Issue 2, 1995, Pages 218-230

  Morokoff, William J ^a   Caflisch, Russel E ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001243365     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcph.1995.1209     Document Type: Article

References (10)

1. B.V. GNEDENKO, The Theory of Probability, Chelsea, New York, 1962.
2. J.H. HALTON and S.K. ZAREMBA, The extreme and L discrepancies of some plane sets, Monatsh. Math. 73 (1969), 316-328.
3. J. H. HALTON, On the efficiency of certain quasirandom sequences of points in evaluating multi-dimensional integrals, Numer. Math. 2 (1960), 84-90 and 196.
4. J.H. HALTON, A retrospective and prospective survey of the Monte Carlo method, S.I.A.M. Rev. 12 (1970), 1-63.
5. J.M. HAMMERSLEY, Monte Carlo methods for solving multivariable problems, Ann. New York Acad. Sci. 86(1960), 844-874.
6. E. HLAWKA, Funktionen von beschr'dnkter Variation in der Theorie der Gleichverteilung, Ann. Mat. Pura Appl. (IV) 54 (1961), 325-334.
7. J.F. KOKSMA, A general theorem from the theory of uniform distribution modulo 1, Mathematika Zutphen Bll (1942), 7-11 (in Dutch).
8. K.F. ROTH, On irregularities of distribution, Mathematika 1(1954), 73-79.
9. S.K. ZAREMBA, The mathematical basis of Monte Carlo and quasi-Monte Carlo methods. S. I.A.M. Rev. 10 (1968), 303-314.
10. S. K. ZAREMBA, Some applications of multidimensional integration by parts. Ann. Polon. Math. 21 (1968), 85-96.