A direct inversion method for non-uniform quasi-random point sequences

Monte Carlo Methods and Applications

Volumn 19, Issue 1, 2013, Pages 1-9

  Schretter, Colas ^a   Niederreiter, Harald ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b JOHANN RADON INSTITUTE FOR COMPUTATIONAL AND APPLIED MATHEMATICS   (Austria)

Author keywords

golden ratio sequence; inversion method; non uniform distribution; Quasi random points; van der Corput sequence

Indexed keywords

EID: 84875411789     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma-2012-0014     Document Type: Article

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