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Random Number Generation and Quasi-Monte Carlo Methods

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Random Number Generation and Quasi-Monte Carlo Methods Synopsis

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.

About This Edition

ISBN: 9780898712957
Publication date:
Author: Harald Niederreiter
Publisher: Society for Industrial and Applied Mathematics an imprint of SIAM - Society for Industrial and Applied Mathematics
Format: Paperback
Pagination: 241 pages
Series: CBMS-NSF Regional Conference Series in Applied Mathematics
Genres: Applied mathematics