Name: Random Number Generation and Quasi-Monte Carlo Methods (en Inglés)
SKU: 67506998
Price: 140.36 USD
Availability: InStock
Author: Harald Niederrieter
ISBN: 9780898712957

portada Random Number Generation and Quasi-Monte Carlo Methods (en Inglés)

Random Number Generation and Quasi-Monte Carlo Methods (en Inglés)

Formato

Libro Físico

Editorial

SIAM - Society for Industrial and Applied Mathematics

Autor

Harald Niederrieter

Colección

CBMS-NSF Regional Conference Series in Applied Mathematics

Año

1992

Idioma

Inglés

N° páginas

247

Encuadernación

Tapa Blanda

Dimensiones

22.8x15.1x1.4 cm

ISBN13

9780898712957

Random Number Generation and Quasi-Monte Carlo Methods (en Inglés)

Harald Niederrieter (Autor) · SIAM - Society for Industrial and Applied Mathematics · Tapa Blanda

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Reseña del libro "Random Number Generation and Quasi-Monte Carlo Methods (en Inglés)"

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 important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form.

Winner of the INFORMS 1995 Outstanding Simulation Publication Award

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.

Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists.