Multidimensional numerical integration using pseudorandom numbers

Harald Niederreiter

Type: Book-Chapter

Publication Date: 1986-01-01

Citations: 23

DOI: https://doi.org/10.1007/bfb0121112

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Mathematical programming studies - View

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+ PDF Chat	Monte Carlo and Quasi-Monte Carlo Sampling	2009	Christiane Lemieux Vincent Lemieux
+ PDF Chat	Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration	1993	Tom Hansen Gary L. Mullen Harald Niederreiter
+	Low-discrepancy point sets	1986	Harald Niederreiter
+	Review of Algebra	2008	Myoung An Andrzej K. Brodzik Richard Tolimieri
+	Variance Reduction via Lattice Rules	2000	Pierre L’Ecuyer Christiane Lemieux
+	Quasi-Monte Carlo via linear shift-register sequences	1999	Pierre L’Ecuyer Christiane Lemieux
+	A Comparison of Monte Carlo, Lattice Rules and Other Low-Discrepancy Point Sets	2000	Christiane Lemieux Pierre L’Ecuyer
+ PDF Chat	Deterministic and Stochastic Error Bounds in Numerical Analysis	1988	Erich Novak
+	A quasi-Monte Carlo Metropolis algorithm	2005	Art B. Owen Seth D. Tribble
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Works Cited by This (16)

Action	Title	Year	Authors
+ PDF Chat	Applications of Number Theory to Numerical Analysis	1972	Lo-keng Hua Yuan Wang
+	Uniform distribution of sequences	1974	L. Kuipers Harald Niederreiter
+	Recherche et Utilisation des “Bons Treillis.” Programmation et Résultats Numériques	1972	DOMINIQUE MAISONNEUVE
+ PDF Chat	On the distribution of pseudo-random numbers generated by the linear congruential method. II	1974	Harald Niederreiter
+ PDF Chat	Parameters for integrating periodic functions of several variables	1983	Seymour Haber
+ PDF Chat	The serial test for linear congruential pseudo-random numbers	1978	Harald Niederreiter
+	Optimal multipliers for pseudo-random number generation by the linear congruential method	1983	I. Borosh Harald Niederreiter
+	Pseudo-random numbers and optimal coefficients	1977	Harald Niederreiter
+	The serial test for pseudo-random numbers generated by the linear congruential method	1985	Harald Niederreiter
+	Existence of good lattice points in the sense of Hlawka	1978	Harald Niederreiter