Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 63)

Niederreiter, Harald

ISBN 10: 0898712955 / ISBN 13: 9780898712957

Editore: Society for Industrial and Applied Mathematics, 1992

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Paperback in pristine condition.

Codice articolo 91217M

Dati bibliografici

• Titolo: Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 63)
• Editore: Society for Industrial and Applied Mathematics
• Data di pubblicazione: 1992
• Lingua: Inglese
• ISBN 10: 0898712955
• ISBN 13: 9780898712957
• Rilegatura: paperback
• Condizione: As New
• Peso: 8 once
• Cataloghi dei venditori:
  • MATHEMATICS

Descrizione articolo

Riassunto

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

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