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The Resource Random number generation and quasi-Monte Carlo methods, Harald Niederreiter, (electronic resource)

Random number generation and quasi-Monte Carlo methods, Harald Niederreiter, (electronic resource)

Label
Random number generation and quasi-Monte Carlo methods
Title
Random number generation and quasi-Monte Carlo methods
Statement of responsibility
Harald Niederreiter
Creator
Contributor
Subject
Genre
Language
eng
Summary
Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists
Member of
Additional physical form
Also available in print version.
Cataloging source
CaBNVSL
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
CBMS-NSF regional conference series in applied mathematics
Series volume
63
Target audience
adult
Random number generation and quasi-Monte Carlo methods, Harald Niederreiter, (electronic resource)
Label
Random number generation and quasi-Monte Carlo methods, Harald Niederreiter, (electronic resource)
Link
http://libproxy.rpi.edu/login?url=http://epubs.siam.org/ebooks/siam/cbms-nsf_regional_conference_series_in_applied_mathematics/cb63
Publication
Note
Author's expanded lecture notes from his talks at the NSF-CBMS Regional Research Conference on Random Number Generation and Quasi-Monte Carlo Methods held at the University of Alaska at Fairbanks, Aug. 13-17, 1990
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Bibliography note
Includes bibliographical references (p. 223-237) and index
Color
black and white
Contents
Preface -- Chapter 1. Monte Carlo methods and quasi-Monte Carlo methods -- Chapter 2. Quasi-Monte Carlo methods for numerical integration -- Chapter 3. Low-discrepancy point sets and sequences -- Chapter 4. Nets and (t,s)-sequences -- Chapter 5. Lattice rules for numerical integration -- Chapter 6. Quasi- Monte Carlo methods for optimization -- Chapter 7. Random numbers and pseudorandom numbers -- Chapter 8. Nonlinear congruential pseudorandom numbers -- Chapter 9. Shift-register pseudorandom numbers -- Chapter 10. Pseudorandom vector generation -- Appendix A. Finite fields and linear recurring sequences -- Appendix B. Continued fractions -- Bibliography -- Index
http://library.link/vocab/cover_art
https://contentcafe2.btol.com/ContentCafe/Jacket.aspx?Return=1&Type=S&Value=9781611970081&userID=ebsco-test&password=ebsco-test
Dimensions
unknown
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b3128792'}
Extent
1 electronic text (vi, 241 p.)
File format
multiple file formats
Form of item
online
Governing access note
Restricted to subscribers or individual electronic text purchasers
Isbn
9781611970081
Isbn Type
(electronic bk.)
Other physical details
ill., digital file.
Publisher number
CB63
Reformatting quality
access
Specific material designation
remote
System details
  • Mode of access: World Wide Web
  • System requirements: Adobe Acrobat Reader

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