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Volumn 39, Issue 3 A, 2000, Pages 1442-1456

Chaotic Monte Carlo computation: A dynamical effect of random-number generations

Author keywords

Chaos; Chaotic computing; Ergodicity; Monte Carlo computation; Random number generators; Simulation

Indexed keywords

COMPUTER SIMULATION; MONTE CARLO METHODS; PROBABILITY; RANDOM NUMBER GENERATION; STATISTICAL METHODS;

EID: 0033741326     PISSN: 00214922     EISSN: None     Source Type: Journal    
DOI: 10.1143/jjap.39.1442     Document Type: Article
Times cited : (24)

References (18)
  • 1
    • 0012889803 scopus 로고
    • Addison-Wesley, Reading, MA, 2nd ed., Chap. 1
    • D. E. Knuth: The An of Computer Programming (Addison-Wesley, Reading, MA, 1981) 2nd ed., Vol. 2, Chap. 1.
    • (1981) The An of Computer Programming , vol.2
    • Knuth, D.E.1
  • 5
    • 0004999243 scopus 로고
    • ed. N. G. Cooper Cambridge Univ. Press, Cambridge
    • N. Metropolis: From Cardinals to Chaos, ed. N. G. Cooper (Cambridge Univ. Press, Cambridge, 1989) p. 125.
    • (1989) From Cardinals to Chaos , pp. 125
    • Metropolis, N.1
  • 9
    • 19644398075 scopus 로고    scopus 로고
    • Kyoto University, Kyoto eprint chao-dyn/9704007
    • K. Umeno: RIMS Kokyuroku No. 1098 (Kyoto University, Kyoto 1999) p. 104 (eprint chao-dyn/9704007).
    • (1999) RIMS Kokyuroku No. 1098 , vol.1098 , pp. 104
    • Umeno, K.1
  • 12
    • 33645045363 scopus 로고    scopus 로고
    • Even if this condition is not satisfied, O(1/N) convergence of error variance is assured from the central limit theorem
    • Even if this condition is not satisfied, O(1/N) convergence of error variance is assured from the central limit theorem.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.