Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems

Wolfgang Ch. Schmid, Andreas Uhl

Type: Article

Publication Date: 2001-02-01

Citations: 28

DOI: https://doi.org/10.1016/s0378-4754(00)00268-8

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Locations

Mathematics and Computers in Simulation - View

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+	Quasirandom Number Generators for Parallel Monte Carlo Algorithms	1996	Benjamin C. Bromley
+	Parallelization of random number generators and long-range correlations	1988	A. De Matteis S. Pagnutti
+	Random Number Generation and Quasi-Monte Carlo Methods.	1993	Bruce Jay Collings Harald Niederreiter
+ PDF Chat	Computational investigations of low-discrepancy sequences	1997	L. Kocis W. J. Whiten
+	Linear Congruential Generators for Parallel Monte Carlo: the Leap-Frog Case.	1998	Karl Entacher Andreas Uhl Stefan Wegenkittl
+	Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences	1996	Igor Radović Ilya M. Sobol’ Robert F. Tichy
+	An economic method of computing LPτ-sequences	1979	I.A. Antonov V.M. Saleev
+	Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration	1996	Gerhard Larcher Harald Niederreiter Wolfgang Ch. Schmid
+	On the distribution of points in a cube and the approximate evaluation of integrals	1967	I. M. Sobol