Comments on "on the use of low discrepancy sequences in Monte Carlo methods"

Monte Carlo Methods and Applications

Volumn 4, Issue 1, 1998, Pages 87-90

  Tuffin, Bruno ^a  

^a UNIVERSITÉ DE RENNES 1   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84867925572     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma.1998.4.1.87     Document Type: Review

References (6)

1. M. Drmota and Tichy R.F. Sequences, Discrepancies and Applications, vol. 1651 of Lecture Notes in Mathematics. Springer-Verlag, Heidelberg, 1997.
2. G.S. Fishman. Monte Carlo: Concepts, Algorithms and Applications. Springer-Verlag, Heidelberg, 1997.
3. W. J. Morokoff and R. E. Caflisch. Quasi-Random Sequences and their Discrepancies. SIAM Journal on Scientific Computing, December 1994, 1571-1599.
4. H. Niederreiter. Random Number Generation and Quasi-Monte Carlo Methods. CBMS-SIAM 63, Philadelphia, 1992.
5. B. Tuffin. On the Use of Low Discrepancy Sequences in Monte Carlo Methods. Monte Carlo Methods and Applications, 2 (1996), 4, 295-320.
6. B. Tuffin. Variance Reductions applied to Product-Form Multi-Class Queuing Network. ACM Transactions on Modeling and Computer Simulation. 7 (1997), 4, 478-500.