Random Number Generation and Quasi-Monte Carlo Methods - Brossura

Niederreiter, Harald

Brossura

ISBN 10: 0898712955 ISBN 13: 9780898712957

Casa editrice: Society for Industrial and Applied Mathematics, 1992

Riassunto

This volume contains recent work in uniform pseudorandom number generation and quasi-Monte Carlo methods, and stresses the interplay between them.

Su questo libro

Recensione

'The most important sections of this book deal with the fundamental concepts of nets, (t, s)-sequences, and lattice rules which are of central importance in new advances in quasi-Monte Carlo methods ... It gives an excellent survey on the recent developments in uniform pseudorandom number generation and quasi-Monte Carlo methods. Some of these developments described here have never before presented in a book ...Fundamental concepts and methods were explained in detail using instructive examples (e.g. numerical integration in higher dimensions, optimization ....). Hence, this publication should also be accessible for nonspecialists. For the scientific computing community it is surely a valuable contribution.' U. Lotz, Biometric Journal

Contenuti

Preface; 1. Monte Carlo methods and Quasi-Monte Carlo methods; 2. Quasi-Monte Carlo methods for numerical integration; 3. Low-discrepancy point sets and sequences; 4. Nets and (t,s)-sequences; 5. Lattice rules for numerical integration; 6. Quasi- Monte Carlo methods for optimization; 7. Random numbers and pseudorandom numbers; 8. Nonlinear congruential pseudorandom numbers; 9. Shift-Register pseudorandom numbers; 10. Pseudorandom vector generation; Appendix A. Finite fields and linear recurring sequences; Appendix B. Continued fractions; Bibliography; Index.

Dettagli dell?edizione

• Editore: Society for Industrial and Applied Mathematics
• Data di pubblicazione: 1992
• Lingua: Inglese
• ISBN 10: 0898712955
• ISBN 13: 9780898712957
• Rilegatura: Copertina flessibile
• Numero di pagine: 247
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile