A new efficient algorithm for generating the scrambled Sobol' sequence

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 2542, Issue , 2003, Pages 83-90

  Atanassov, Emanouil I ^a  

^a BULGARIAN ACADEMY OF SCIENCES   (Bulgaria)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; DIGITAL ARITHMETIC; INTELLIGENT SYSTEMS; NUMERICAL METHODS;

COMPUTATIONAL COSTS; FLOATING-POINT ADDITION; GENERATION ALGORITHM; GRAY CODE ORDERING; LOW-DISCREPANCY SEQUENCES; QUASI MONTE CARLO METHODS; QUASI-MONTE CARLO SIMULATION; SCRAMBLED SEQUENCE;

MONTE CARLO METHODS;

EID: 23044505151     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-36487-0_8     Document Type: Article

References (7)

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3. Sobol', I. M.: Multi-dimensional Quadrature Formulae and Haar Functions. Nauka, Moscow (1969)
4. Owen, A.: Monte Carlo Extension of Quasi-Monte Carlo. In: Medieiros, D. J., Watson, E. F., Manivannan, M., and Carson, J. (eds.): Proceedings of WSC'98 (1998) 571-577.
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6. ANSI/IEEE Standard 754-1985: Standard for Binary Floating Point Arithmetic.
7. Atanassov, E. I.: Measuring the Performance of a Power PC Cluster. Sloot, Peter M. A., Kenneth Tan, C. J., Dongarra, Jack, and Hoekstra, Alfons G. (eds.): Proceedings of the 2002 International Conference on Computational Science (ICCS 2002). Lecture Notes in Computer Science, Vol. 2329, Springer-Verlag, Berlin (2002) 628-634.