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Random number generation and quasi-Monte Carlo methodsAugust 1992
- Author:
- Harald Niederreiter
Abstract
No abstract available.
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- Owen A (2003). Variance with alternative scramblings of digital nets, ACM Transactions on Modeling and Computer Simulation, 13:4, (363-378), Online publication date: 1-Oct-2003.
- Hörmann W and Leydold J (2003). Continuous random variate generation by fast numerical inversion, ACM Transactions on Modeling and Computer Simulation, 13:4, (347-362), Online publication date: 1-Oct-2003.
- Nguyen P and Shparlinski I (2003). The Insecurity of the Elliptic Curve Digital Signature Algorithm with Partially Known Nonces, Designs, Codes and Cryptography, 30:2, (201-217), Online publication date: 1-Sep-2003.
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- Asano T, Katoh N, Tamaki H and Tokuyama T The structure and number of global roundings of a graph Proceedings of the 9th annual international conference on Computing and combinatorics, (130-138)
- Lyness J and Joe S (2003). The Number of Lattice Rules of Specified Upper Class and Rank, BIT, 43:2, (413-426), Online publication date: 1-Jun-2003.
- Niederreiter H (2003). Some current issues in quasi-Monte Carlo methods, Journal of Complexity, 19:3, (428-433), Online publication date: 1-Jun-2003.
- Heinrich S (2003). Some open problems concerning the star-discrepancy, Journal of Complexity, 19:3, (416-419), Online publication date: 1-Jun-2003.
- Hickernell F and Niederreiter H (2003). The existence of good extensible rank-1 lattices, Journal of Complexity, 19:3, (286-300), Online publication date: 1-Jun-2003.
- Hickernell F (2003). My dream quadrature rule, Journal of Complexity, 19:3, (420-427), Online publication date: 1-Jun-2003.
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- Brent R and Zimmermann P Random number generators with period divisible by a Mersenne prime Proceedings of the 2003 international conference on Computational science and its applications: PartI, (1-10)
- Niederreiter H and Shparlinski I Dynamical systems generated by rational functions Proceedings of the 15th international conference on Applied algebra, algebraic algorithms and error-correcting codes, (6-17)
- Bhatnagar S, Fu M, Marcus S and Wang I (2003). Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences, ACM Transactions on Modeling and Computer Simulation, 13:2, (180-209), Online publication date: 1-Apr-2003.
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- Sobol I and Asotsky D (2003). One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods, Mathematics and Computers in Simulation, 62:3-6, (255-263), Online publication date: 3-Mar-2003.
- Albrecher H, Kainhofer R and Tichy R (2003). Simulation methods in ruin models with non-linear dividend barriers, Mathematics and Computers in Simulation, 62:3-6, (277-287), Online publication date: 3-Mar-2003.
- Wenzel L, Rajagopal R and Nair D (2003). Induced well-distributed sets in Riemannian spaces, ACM Transactions on Mathematical Software, 29:1, (82-94), Online publication date: 1-Mar-2003.
- Joe S and Kuo F (2003). Remark on algorithm 659, ACM Transactions on Mathematical Software, 29:1, (49-57), Online publication date: 1-Mar-2003.
- Li J and Winker P (2003). Time Series Simulation with Quasi Monte Carlo Methods, Computational Economics, 21:1-2, (23-43), Online publication date: 1-Feb-2003.
- Diwekar U (2003). A Novel Sampling Approach to Combinatorial Optimization Under Uncertainty, Computational Optimization and Applications, 24:2-3, (335-371), Online publication date: 1-Feb-2003.
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- Xiong X, Wang I and Fu M Optimization via simulation Proceedings of the 34th conference on Winter simulation: exploring new frontiers, (285-291)
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- Couture R and L'Ecuyer P Linear recurrences with carry as uniform random number generators Proceedings of the 27th conference on Winter simulation, (263-267)
- Hellekalek P Inversive pseudorandom number generators Proceedings of the 27th conference on Winter simulation, (255-262)
- Niederreiter H Some linear and nonlinear methods for pseudorandom number generation Proceedings of the 27th conference on Winter simulation, (250-254)
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- Tezuka S and Fushimi M Fast generation of low discrepancy points based on Fibonacci polynomials Proceedings of the 24th conference on Winter simulation, (433-437)
- Niederreiter H New methods for pseudorandom numbers and pseudorandom vector generation Proceedings of the 24th conference on Winter simulation, (264-269)
- Jaroš M, Říha L, Strakoš P, Karásek T, Vašatová A, Jarošová M and Kozubek T Acceleration of Blender Cycles Path-Tracing Engine Using Intel Many Integrated Core Architecture Computer Information Systems and Industrial Management, (86-97)
Index Terms
- Random number generation and quasi-Monte Carlo methods
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