Variance with alternative scramblings of digital nets

ACM Transactions on Modeling and Computer Simulation

Volumn 13, Issue 4, 2003, Pages 363-378

  Owen, Art B ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Derandomization; Quasi Monte Carlo; Randomization

Indexed keywords

DERANDOMIZATION; QUASI-MONTE CARLO; RANDOMIZATION; SCRAMBLING METHODS;

COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL MODELS; MONTE CARLO METHODS; RANDOM ACCESS STORAGE; STATISTICAL METHODS;

DIGITAL ARITHMETIC;

EID: 4243059534     PISSN: 10493301     EISSN: None     Source Type: Journal    
DOI: 10.1145/945511.945518     Document Type: Article

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