Random Number Generation and Quasi-Monte Carlo Methodsby Harald Niederreiter
Pub. Date: 01/28/1992
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.
- Publication date:
- CBMS-NSF Regional Conference Series in Applied Mathematics
- Product dimensions:
- 5.98(w) x 8.98(h) x 0.59(d)
Table of ContentsPreface; 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.
and post it to your social network
Most Helpful Customer Reviews
See all customer reviews >