On quasi-Monte Carlo integrations
On quasi-Monte Carlo integrations
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DOI:
10.1016/s0378-4754(98)00096-2
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发表时间:
1998-08-01
影响因子:
4.6
通讯作者:
Sobol, IM
中科院分区:
文献类型:
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作者:
Sobol, IM
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.