Quasi-Monte Carlo, low discrepancy sequences, and ergodic transformations

Jean-Pierre Lambert

Type: Article

Publication Date: 1985-05-01

Citations: 19

DOI: https://doi.org/10.1016/0377-0427(85)90035-4

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Locations

Journal of Computational and Applied Mathematics - View

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+	Randomized quasi-Monte Carlo methods in pricing securities	2004	Giray Ökten Warren Eastman
+	Van der Corput sequences, Kakutani transforms and one-dimensional numerical integration	1992	Gilles Pagès
+	Generalized von Neumann–Kakutani transformation and random-start scrambled Halton sequences	2008	Giray Ökten
+ PDF Chat	A dynamical system approach to the Kakutani–Fibonacci sequence	2013	Ingrid Carbone Maria Rita Iacò Aljoša Volčič
+	A Monte Carlo approach to the approximation of invariant measures	1993
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Works Cited by This (5)

Action	Title	Year	Authors
+ PDF Chat	Book Review: Applications of number theory to numerical analysis	1983	Emil Grosswald
+	Uniform distribution of sequences	1974	L. Kuipers Harald Niederreiter
+	On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals	1960	John H. Halton
+	The Mathematical Basis of Monte Carlo and Quasi-Monte Carlo Methods	1968	S. K. Zaremba
+ PDF Chat	Quasi-Monte Carlo methods and pseudo-random numbers	1978	Harald Niederreiter