Random Number Generation and Quasi-Monte Carlo Methods Paperback: 63 (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 63) - Softcover

Niederreiter

9780898712957: Random Number Generation and Quasi-Monte Carlo Methods Paperback: 63 (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 63)

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ISBN 10: 0898712955 ISBN 13: 9780898712957

Verlag: Society for Industrial and Applied Mathematics, 1992

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This volume contains recent work in uniform pseudorandom number generation and quasi-Monte Carlo methods, and stresses the interplay between them.

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Cr�ticas

'The most important sections of this book deal with the fundamental concepts of nets, (t, s)-sequences, and lattice rules which are of central importance in new advances in quasi-Monte Carlo methods ... It gives an excellent survey on the recent developments in uniform pseudorandom number generation and quasi-Monte Carlo methods. Some of these developments described here have never before presented in a book ...Fundamental concepts and methods were explained in detail using instructive examples (e.g. numerical integration in higher dimensions, optimization ....). Hence, this publication should also be accessible for nonspecialists. For the scientific computing community it is surely a valuable contribution.' U. Lotz, Biometric Journal

Rese�a del editor

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.

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VerlagSociety for Industrial and Applied Mathematics
Erscheinungsdatum1992
ISBN 10 0898712955
ISBN 13 9780898712957
EinbandTapa blanda
SpracheEnglisch
Anzahl der Seiten247
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Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics, Band 63).

Niederreiter, Harald

Verlag: Society for Industrial and Applied Mathematics, 1992

ISBN 10: 0898712955 ISBN 13: 9780898712957

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Broschiert. Zustand: Gut. Zust: Gutes Exemplar. Buchr�cken besto�en. VI, 237 Seiten, Englisch 430g. Artikel-Nr. 493491

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