Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems

Currently, in the context of quasi-Monte Carlo applications the most effective low-discrepancy sequences are digital (t, s)-sequences.

Year of publication:	2001
Authors:	Schmid, Wolfgang Ch. ; Uhl, Andreas
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 55.2001, 1, p. 249-257
Publisher:	Elsevier
Subject:	Quasi-Monte Carlo methods \| Low-discrepancy sequences \| Numerical integration \| Parallel computation

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010749978