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random number generation and quasi-monte carlo methods.pdf

random number generation and quasi-monte carlo methods.pdf
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random number generation and quasi-monte carlo methods,(continued from inside front cover)JERROLD E. MARSDEN, Lectures on Geometric Methods in Mathematical PhysicsBRADLEY EFRON, The Jackknife, the Bootstrap, and Other Resampling PlansM. WOODROOFF., NonlinINDEX 241quasi-Monte Carlo method, 3, 9quasirandom points, 23quasirandom search, 148quasirandom sequences, 23radical-inverse function, 24random number generation, 3, 161random search, 147, 158random v240 INDEXintegration lattice, 126invariants, 131inversion method, 164inversive congruential generator,182, 187inversive congruential method, 182inversive congruential pseudoran-dom numbers, 182, 187inIndexadaptive methods, 152antithetic variates, 8, 107basis test, 173bounded metric space, 148Cartesian productof integration rule, 1of trapezoidal rule, 2central limit theorem, 5characteristic polynomThis page intentionally left blank BIBLIOGRAPHY 237(1987), pp. 197-207.[351] , Random points in the cube and on the sphere with applications to numericalanalysis, J. Comp. Appl. Math., 31 (1990), pp. 191-197.[352] A. TORN AND A. ZILINS236 BIBLIOGRAPHYRussian.)[328] , On the search for extreme values of functions of several variables satisfying ageneral Lipschitz condition, Zh. Vychisl. Mat. i Mat. Fiz., 28 (1988), pp. 483-491. (InRBIBLIOGRAPHY 235[301] P. K. SARKAR AND M. A. PRASAD, A comparative study of pseudo and quasi randomsequences for the solution of integral equations, J. Comp. Physics, 68 (1987), pp. 66-88.[302] W. M. 234 BIBLIOGRAPHYMittel, Manuscripta Math., 42 (1983), pp. 85-99.[275] , Solution of a problem of Knuth on complete uniform distribution of sequences,Mathematika, 32

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