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Random Number Generation and Quasi-Monte Carlo Methods

Random Number Generation and Quasi-Monte Carlo Methods

723 kr

723 kr

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Ons, 12 feb - tis, 18 feb


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Produktbeskrivning

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.

Artikel.nr.

3f477a27-2d7a-4bf5-ad0e-15574c6202e5

Random Number Generation and Quasi-Monte Carlo Methods

723 kr

723 kr

I lager

Ons, 12 feb - tis, 18 feb


Säker betalning

14-dagars öppet köp


Säljs och levereras av

Adlibris