Articles liés à Random Number Generation and Quasi-Monte Carlo Methods

Random Number Generation and Quasi-Monte Carlo Methods - Couverture souple

Niederreiter, Harald

 
9780898712957: Random Number Generation and Quasi-Monte Carlo Methods
Couverture souple
ISBN 10 : 0898712955 ISBN 13 : 9780898712957
Editeur : Society for Industrial and Applied Mathematics, 1987

Synopsis

Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; 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.

Revue de presse

'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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Society for Industrial and Applied Mathematics
Date d'édition
1987
Langue
anglais
ISBN 10 
0898712955
ISBN 13 
9780898712957
Reliure
Broché
Nombre de pages
247
Coordonnées du fabricant
non disponible
Personne responsable
non disponible