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Bibliografische Details

Titel: Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics)
Verlag: Society for Industrial and Applied Mathematics
Erscheinungsjahr: 1992
Sprache: Englisch
ISBN-10: 0898712955
ISBN-13: 9780898712957
Einband: Softcover
Zustand: Fine

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Inhaltsangabe

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

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

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