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Quasi-Random References |
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Press W. H., Flannery B. P., Teuckolsky S.A., Vetterling W. T.: Numerical Recipes in C, Sec. Ed. (1992) Algorithm 738, ACM Trans. on Math. Software, vol. 20, no. 4, (1994) p. 494-495 Bratley P., Fox B. L., Niederreiter H.: Implementation and Tests of Low-Discrepancy Sequences, ACM Trans. on Modelling and Comp. Simulation, Vol. 2, No. 3, (1992) p. 195-213 C. Joy, P. Boyle, K. S. Tan, Quasi-Monte Carlo Methods in Numerical Finance, Management Science 43, No. 6 (1996) L. Kuipers, H. Niederreiter, Uniform Distribution of Sequences, John Wiley, New York (1974) Niederreiter H.: Low-Discrepancy and Low-Dispersion Sequences, Journal of Number Theory 30, (1988) p. 51-70 Niederreiter H.: Random Number Generation and Quasi-Monte Carlo Methods, CBMS-NSF regional conference series in appl. Math., Soc. for Industrial and appl. Math. (1992) Niederreiter H., Xing C.: Quasi-Random Points and Global Function Fields, in Finite Fields and Applications (ed. S. Cohen, H. Niederreiter), London Math. Soc. LN Series 233 (1996) p. 269-296 S. Tezuka, Uniform Random Numbers: Theory and Practice, Kluwer Acad. Publ., Boston (1995) Weyl H.: Über die Gleichverteilung von Zahlen mod Eins, Math. Ann. 77, (1916) p 313-352 Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, ed. H. Niederreiter, P. J.-S. Shiue, Springer (1995) Monte Carlo and Quasi-Monte Carlo Methods, ed. J. Spanier, J. H. Pengilly, Math. and Computer Modelling 23 No 8/9, Pergamon (1996) Monte Carlo and Quasi-Monte Carlo Methods 1996, ed. H. Niederreiter, P. Hellekalek, G. Lacher, P. Zinterhof, LN in Statistics 127, Springer (1998) |
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