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Quasi-Monte Carlo Method



See also

Monte Carlo Method, Quasirandom Number, Uniform Distribution Theory

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References

Drmota, M. and Tichy, R. F. Sequences, Discrepancies and Applications. New York:Springer-Verlag, 1997.Hellekalek, P. and Larcher, G. (Eds.). Random and Quasi-Random Point Sets. New York:Springer-Verlag, 1998.Kuipers, L. and Niederreiter, H. Uniform Distribution of Sequences. New York: Wiley, 1974.MathConsult Dr. R. Mäder. "QR Streams." http://www.mathdirect.com/products/qrn/.Niederreiter, H. Random Number Generation and Quasi-Monte Carlo Methods. Philadelphia, PA: SIAM, 1992.

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