A quasi-monte carlo method for integration with improved convergence

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

Volumn 2179, Issue , 2001, Pages 158-165

  Karaivanova, Aneta ^a   Dimov, Ivan ^a   Ivanovska, Sofiya ^a  

^a BULGARIAN ACADEMY OF SCIENCES   (Bulgaria)

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS;

CONVERGENCE RATES; IMPROVED CONVERGENCE; NUMERICAL TESTS; PSEUDO-RANDOM NUMBERS; QUASI MONTE CARLO METHODS; QUASIRANDOM SEQUENCES; RANDOM NUMBERS; VARIANCE REDUCTIONS;

MONTE CARLO METHODS;

EID: 84944886549     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-45346-6_15     Document Type: Conference Paper

References (9)

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