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9780898712957

Random Number Generation and Quasi-Monte Carlo Methods

Random Number Generation and Quasi-Monte Carlo Methods
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  • ISBN-13: 9780898712957
  • ISBN: 0898712955
  • Publisher: Society for Industrial and Applied Mathematics

AUTHOR

Niederreiter, Harald

SUMMARY

This volume contains recent important work in uniform pseudorandom number generation and quasi-Monte Carlo methods, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Also includes the discussion the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers.Niederreiter, Harald is the author of 'Random Number Generation and Quasi-Monte Carlo Methods' with ISBN 9780898712957 and ISBN 0898712955.

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