Computational Investigations of Low-Discrepancy Sequences

ACM Transactions on Mathematical Software

Volumn 23, Issue 2, 1997, Pages 266-294

  Kocis, Ladislav ^a   Whiten, William J ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Algorithms; Discrepancy; Error of numerical integration; Faure sequence; G.1.4 Numerical Analysis : Quadrature and Numerical Differentiation; Generalized Halton sequence; Halton sequence; I.6 Computing Methodologies : Simulation and Modeling; Performance

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; INTEGRATION; MATHEMATICAL MODELS; MONTE CARLO METHODS;

FAURE SEQUENCE; GENERALIZED HALTON SEQUENCE; LOW DISCREPANCY SEQUENCE; SOBOL SEQUENCE;

COMPUTATION THEORY;

EID: 0031152363     PISSN: 00983500     EISSN: None     Source Type: Journal    
DOI: 10.1145/264029.264064     Document Type: Article

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