Quasi-Monte Carlo methods for numerical integration: Comparison of different low discrepancy sequences

Monte Carlo Methods and Applications

Volumn 2, Issue 1, 1996, Pages 1-14

  Radović, Igor ^a   Sobol, Ilya M ^b   Tichy, Robert F ^a  

^a GRAZ UNIVERSITY OF TECHNOLOGY   (Austria)

^b 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: 0002307184     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma.1996.2.1.1     Document Type: Article

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