On quasi-Monte Carlo integrations

被引：195
|
作者：
Sobol, IM [1 ]
机构：
[1] Russian Acad Sci, Inst Math Modelling, Moscow 125047, Russia
来源：
MATHEMATICS AND COMPUTERS IN SIMULATION | 1998年 / 47卷 / 2-5期
关键词：
Monte Carlo method; quasi-Monte Carlo method; uniformly distributed sequences; low-discrepancy sequences; numerical integration;
D O I：
10.1016/S0378-4754(98)00096-2
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Relations between Monte Carlo and quasi-Monte Carlo methods are analysed from both theoretical and practical points of view with special emphasis on high-dimensional integration. (C) 1998 IMACS/Elsevier Science B.V.
引用
收藏
页码：103 / 112
页数：10
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