TY - JOUR
T1 - Quasi-Monte Carlo methods for numerical integration
T2 - Comparison of different low discrepancy sequences
AU - Radović, Igor
AU - Sobol, Ilya M.
AU - Tichy, Robert F.
PY - 1996/1/1
Y1 - 1996/1/1
N2 - Further numerical experience on quasi-Monte Carlo integration is established. Different kinds of low discrepancy point sequences including Halton, Sobol, Faure, and Niederreiter sequences are considered and a new family of test functions is used.
AB - Further numerical experience on quasi-Monte Carlo integration is established. Different kinds of low discrepancy point sequences including Halton, Sobol, Faure, and Niederreiter sequences are considered and a new family of test functions is used.
KW - Low discrepancy sequences
KW - Monte Carlo method
KW - Numerical integration
KW - Quasi-Monte Carlo method. Uniformly distributed sequences
UR - http://www.scopus.com/inward/record.url?scp=0002307184&partnerID=8YFLogxK
U2 - 10.1515/mcma.1996.2.1.1
DO - 10.1515/mcma.1996.2.1.1
M3 - Article
AN - SCOPUS:0002307184
SN - 0929-9629
VL - 2
SP - 1
EP - 14
JO - Monte Carlo methods and applications
JF - Monte Carlo methods and applications
IS - 1
ER -