Title of article :
On quasi-Monte Carlo integrations Original Research Article
Author/Authors :
I.M. Sobol، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Abstract :
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.
Keywords :
Monte Carlo method , Uniformly distributed sequences , Quasi-Monte Carlo method , Numerical integration , Low-discrepancy sequences
Journal title :
Mathematics and Computers in Simulation
Journal title :
Mathematics and Computers in Simulation