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Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences

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  • Radović Igor
  • Sobol’ Ilya M.
  • Tichy Robert F.

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Suggested Citation

  • Radović Igor & Sobol’ Ilya M. & Tichy Robert F., 1996. "Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences," Monte Carlo Methods and Applications, De Gruyter, vol. 2(1), pages 1-14, December.
    • Handle: RePEc:bpj:mcmeap:v:2:y:1996:i:1:p:1-14:n:2
    DOI: 10.1515/mcma.1996.2.1.1
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    Cited by:

    1. Schmid, Wolfgang Ch., 2001. "Projections of digital nets and sequences," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 55(1), pages 239-247.
    2. Entacher K. & Uhl A. & Wegenkittl S., 1998. "Linear Congruential Generators for Parallel Monte Carlo: the Leap-Frog Case," Monte Carlo Methods and Applications, De Gruyter, vol. 4(1), pages 1-16, December.
    3. Rui Pang & Laifu Song, 2021. "Stochastic Dynamic Response Analysis of the 3D Slopes of Rockfill Dams Based on the Coupling Randomness of Strength Parameters and Seismic Ground Motion," Mathematics, MDPI, vol. 9(24), pages 1-25, December.
    4. Schmid, Wolfgang Ch. & Uhl, Andreas, 2001. "Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 55(1), pages 249-257.

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