Random number generation and quasi-Monte Carlo methods:
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Bibliographic Details
Main Author: Niederreiter, Harald 1944- (Author)
Format: Electronic eBook
Language:English
Published: Philadelphia, Pa. Society for Industrial and Applied Mathematics 1992
Series:CBMS-NSF regional conference series in applied mathematics 63
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Item Description:Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader
Includes bibliographical references (s.. 223-237) and index
Preface -- Chapter 1. Monte Carlo methods and quasi-Monte Carlo methods -- Chapter 2. Quasi-Monte Carlo methods for numerical integration -- Chapter 3. Low-discrepancy point sets and sequences -- Chapter 4. Nets and (t,s)-sequences -- Chapter 5. Lattice rules for numerical integration -- Chapter 6. Quasi- Monte Carlo methods for optimization -- Chapter 7. Random numbers and pseudorandom numbers -- Chapter 8. Nonlinear congruential pseudorandom numbers -- Chapter 9. Shift-register pseudorandom numbers -- Chapter 10. Pseudorandom vector generation -- Appendix A. Finite fields and linear recurring sequences -- Appendix B. Continued fractions -- Bibliography -- Index
Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists
Physical Description:1 Online-Ressource (vi, 241 Seiten)
ISBN:0898712955
9780898712957
DOI:10.1137/1.9781611970081

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