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Parallelism in generation of sequences for Monte Carlo simulation

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Book cover Parallel Processing: CONPAR 92—VAPP V (VAPP 1992, CONPAR 1992)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 634))

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References

  1. I.M.Sobol' “Quasi Monte Carlo methods”, International youth workshop on Monte Carlo methods and parallel algorithms (1-st Primorsko, Bulgaria), 24–30 September 1989, Ed. Bl.Sendow, I.Dimov.

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  2. I.M.Sobol' “Multi-dimensional Quadrature Formulas and Haar Functions”, Nauka, Moscow 1969. (in Russian)

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  3. H.Faure “Discrepance de suites associees a une systeme de numeration (en dimension s)”, Acta Arithmetica, 41, 1982, 337–351

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Luc Bougé Michel Cosnard Yves Robert Denis Trystram

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© 1992 Springer-Verlag Berlin Heidelberg

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Shukhman, B. (1992). Parallelism in generation of sequences for Monte Carlo simulation. In: Bougé, L., Cosnard, M., Robert, Y., Trystram, D. (eds) Parallel Processing: CONPAR 92—VAPP V. VAPP CONPAR 1992 1992. Lecture Notes in Computer Science, vol 634. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-55895-0_485

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  • DOI: https://doi.org/10.1007/3-540-55895-0_485

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  • Print ISBN: 978-3-540-55895-8

  • Online ISBN: 978-3-540-47306-0

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