Accuracy estimation for quasi-Monte Carlo simulations

Mathematics and Computers in Simulation

Volumn 54, Issue 1-3, 2000, Pages 131-143

  Snyder, William C ^a  

^a SRI INTERNATIONAL   (United States)

Author keywords

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

Indexed keywords

EID: 0347367184     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-4754(00)00204-4     Document Type: Article

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