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Random Number Generation and Quasi-Monte Carlo Methods

Specificaties
Paperback, 247 blz. | Engels
Society for Industrial and Applied Mathematics | e druk, 1987
ISBN13: 9780898712957
Rubricering
Society for Industrial and Applied Mathematics e druk, 1987 9780898712957
Onderdeel van serie CBMS-NSF Regional Co
€ 74,75
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Samenvatting

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.

Specificaties

ISBN13:9780898712957
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:247
Uitgever:Society for Industrial and Applied Mathematics

Inhoudsopgave

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.
€ 74,75
Levertijd ongeveer 8 werkdagen

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        Random Number Generation and Quasi-Monte Carlo Methods