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Volumn 1557, Issue , 1999, Pages 96-106

Parallel quasi-Monte Carlo integration using (t,s)-sequences

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATION THEORY; IMAGE PROCESSING; VIDEO SIGNAL PROCESSING;

EID: 84957678574     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-49164-3_10     Document Type: Conference Paper
Times cited : (10)

References (14)
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    • Algorithm 738: Programs to generate Niederreiter's low-discrepancy sequences
    • P. Bratley, B. L. Fox, and H. Niederreiter. Algorithm 738: Programs to generate Niederreiter's low-discrepancy sequences. ACM Trans. Math. Software, 20: 494-495, 1994.
    • (1994) ACM Trans. Math. Software , vol.20 , pp. 494-495
    • Bratley, P.1    Fox, B.L.2    Niederreiter, H.3
  • 3
    • 0030579029 scopus 로고    scopus 로고
    • Quasirandom number generators for parallel Monte Carlo algorithms
    • B. C. Bromley. Quasirandom number generators for parallel Monte Carlo algorithms. J. Parallel and Distributed Computing, 38: 101-104, 1996.
    • (1996) J. Parallel and Distributed Computing , vol.38 , pp. 101-104
    • Bromley, B.C.1
  • 4
    • 0002452978 scopus 로고
    • Parallelization of random number generators and long-range correlations
    • A. DeMatteis and S. Pagnutti. Parallelization of random number generators and long-range correlations. Numer. Math., 53: 595-608, 1988.
    • (1988) Numer. Math , vol.53 , pp. 595-608
    • DeMatteis, A.1    Pagnutti, S.2
  • 5
    • 0002562451 scopus 로고    scopus 로고
    • Linear congruential generators for parallel Monte-Carlo: The Leap-Frog case
    • K. Entacher, A. Uhl, and S. Wegenkittl. Linear congruential generators for parallel Monte-Carlo: the Leap-Frog case. Monte Carlo Methods and Appl., 4: 1-16, 1998.
    • (1998) Monte Carlo Methods and Appl , vol.4 , pp. 1-16
    • Entacher, K.1    Uhl, A.2    Wegenkittl, S.3
  • 6
    • 0022954116 scopus 로고
    • Algorithm 647: Implementation and relative efficiency of quasirandom sequence generator
    • B. L. Fox. Algorithm 647: Implementation and relative efficiency of quasirandom sequence generator. ACM Trans. Math. Software, 12: 362-376, 1986.
    • (1986) ACM Trans. Math. Software , vol.12 , pp. 362-376
    • Fox, B.L.1
  • 7
    • 0031152363 scopus 로고    scopus 로고
    • Computational investigations of low-discrepancy sequences
    • L. Kocis and W. J. Whiten. Computational investigations of low-discrepancy sequences. ACM Trans. Math. Software, 23: 266-294, 1997.
    • (1997) ACM Trans. Math. Software , vol.23 , pp. 266-294
    • Kocis, L.1    Whiten, W.J.2
  • 9
    • 0001915014 scopus 로고    scopus 로고
    • Schmid. Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
    • G. Larcher, H. Niederreiter, and W. Ch. Schmid. Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration. Monatsh. Math., 121: 231-253, 1996.
    • (1996) Monatsh. Math , vol.121 , pp. 231-253
    • Larcher, G.1    Niederreiter, H.2    Ch, W.3
  • 10
    • 8344289793 scopus 로고
    • Point sets and sequences with small discrepancy
    • H. Niederreiter. Point sets and sequences with small discrepancy. Monatsh. Math., 104: 273-337, 1987.
    • (1987) Monatsh. Math , vol.104 , pp. 273-337
    • Niederreiter, H.1
  • 11
    • 0002071152 scopus 로고
    • Low-discrepancy and low-dispersion sequences
    • H. Niederreiter. Low-discrepancy and low-dispersion sequences. J. Number Theory, 30: 51-70, 1988.
    • (1988) J. Number Theory , vol.30 , pp. 51-70
    • Niederreiter, H.1
  • 14
    • 0002307184 scopus 로고    scopus 로고
    • Quasi-Monte Carlo methods for numerical integration: Comparison of different low discrepancy sequences
    • I. Radovic, I. M. Sobol, and R. F. Tichy. Quasi-Monte Carlo methods for numerical integration: Comparison of different low discrepancy sequences. Monte Carlo Methods and Appl., 2: 1-14, 1996.
    • (1996) Monte Carlo Methods and Appl , vol.2 , pp. 1-14
    • Radovic, I.1    Sobol, I.M.2    Tichy, R.F.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.