On the optimal Halton sequence-Reference-Cited by-同舟云学术

On the optimal Halton sequence

Published:2005-09 Issue:1 Volume:70 Page:9-21
ISSN:0378-4754
Container-title:Mathematics and Computers in Simulation
language:en
Short-container-title:Mathematics and Computers in Simulation

Author:

Chi H.,Mascagni M.,Warnock T.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference24 articles.

1. An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration;Braaten;J. Comput. Phys.,1979

2. Optimal multipliers for linear congruential pseudo-random number generators with prime moduli: parallel computation and properties;Brunner;BIT,1999

3. Statistical Inference;Casella,1990

4. Methods of Numerical Integration;Davis,1984

5. Implementation and relative efficiency of quasirandom sequence generators;Fox;ACM Trans. Math. Software,1986

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