Quasi-Monte Carlo Method
See also
Monte Carlo Method,
Quasirandom
Number,
Uniform Distribution Theory
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References
Drmota, M. and Tichy, R. F. Sequences, Discrepancies and Applications. New York:Springer-Verlag, 1997.Hellekalek,
P. and Larcher, G. (Eds.). Random
and Quasi-Random Point Sets. New York:Springer-Verlag, 1998.Kuipers,
L. and Niederreiter, H. Uniform
Distribution of Sequences. New York: Wiley, 1974.MathConsult
Dr. R. Mäder. "QR Streams." http://www.mathdirect.com/products/qrn/.Niederreiter,
H. Random
Number Generation and Quasi-Monte Carlo Methods. Philadelphia, PA: SIAM,
1992.
Subject classifications
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