Random Number Generation and Quasi-Monte Carlo Methods
Will be published approx. on 30. June 1992
Book
Paperback/Softback
247 pages
978-0-89871-295-7 (ISBN)
Description
Winner of the INFORMS 1995 Outstanding Simulation Publication Award
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.
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.
Reviews / Votes
'The most important sections of this book deal with the fundamental concepts of nets, (t, s)-sequences, and lattice rules which are of central importance in new advances in quasi-Monte Carlo methods ... It gives an excellent survey on the recent developments in uniform pseudorandom number generation and quasi-Monte Carlo methods. Some of these developments described here have never before presented in a book ...Fundamental concepts and methods were explained in detail using instructive examples (e.g. numerical integration in higher dimensions, optimization ....). Hence, this publication should also be accessible for nonspecialists. For the scientific computing community it is surely a valuable contribution.' U. Lotz, Biometric JournalMore details
Series
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Product notice
Paperback (trade)
Dimensions
Height: 255 mm
Width: 175 mm
Thickness: 15 mm
Weight
408 gr
ISBN-13
978-0-89871-295-7 (9780898712957)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Content
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.
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.