On quasi-Monte Carlo integrations
| Year of publication: |
1998
|
|---|---|
| Authors: | Sobol, I.M. |
| Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 47.1998, 2, p. 103-112
|
| Publisher: |
Elsevier |
| Subject: | Monte Carlo method | Quasi-Monte Carlo method | Uniformly distributed sequences | Low-discrepancy sequences | Numerical integration |