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

Wolfgang Ch. Schmid and Andreas Uhl

Mathematics and Computers in Simulation (MATCOM), 2001, vol. 55, issue 1, 249-257

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

Keywords: Quasi-Monte Carlo methods; Low-discrepancy sequences; Numerical integration; Parallel computation (search for similar items in EconPapers)
Date: 2001
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