Monte Carlo integration with quasi-random numbers: experience with discontinuous integrands
Author:
Publisher
Elsevier BV
Subject
General Physics and Astronomy,Hardware and Architecture
Reference28 articles.
1. On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
2. On the distribution of points in a cube and the approximate evaluation of integrals
3. Discrépance de suites associées à un système de numération (en dimension s)
4. Low-discrepancy and low-dispersion sequences
5. Implementation and tests of low-discrepancy sequences
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