Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics) [Paperback]

Harald Niederreiter (Author)

Book Description

ISBN-10: 0898712955 | ISBN-13: 978-0898712957 | Publication Date: January 1992

Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers.

Editorial Reviews

Review

‘The most important sections of this book deal with the fundamental concepts of nets, (t, s)-sequences, and lattice rules which are of central importance in new advances in quasi-Monte Carlo methods … It gives an excellent survey on the recent developments in uniform pseudorandom number generation and quasi-Monte Carlo methods. Some of these developments described here have never before presented in a book …Fundamental concepts and methods were explained in detail using instructive examples (e.g. numerical integration in higher dimensions, optimization ….). Hence, this publication should also be accessible for nonspecialists. For the scientific computing community it is surely a valuable contribution.’ U. Lotz, Biometric Journal

Product Details

• Paperback: 247 pages
• Publisher: Society for Industrial Mathematics (January 1992)
• Language: English
• ISBN-10: 0898712955
• ISBN-13: 978-0898712957
• Product Dimensions: 9.8 x 6.9 x 0.5 inches
• Shipping Weight: 14.4 ounces
• Average Customer Review: 4.0 out of 5 stars  See all reviews (2 customer reviews)
• Amazon Best Sellers Rank: #2,174,490 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

6 of 8 people found the following review helpful:

5.0 out of 5 stars Nice book on Quasi-Monte Carlo methods., August 30, 1999

By 

Dr. Lee D. Carlson (Baltimore, Maryland USA) - See all my reviews
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This review is from: Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics) (Paperback)

This book is a mathematical introduction and summary of quasi-Monte Carlo methods and is geared towards mathematicians. The author does an excellent job of detailing the results in the field, with all theorems being proved in detail. I would recommend this book to both pure mathematicians interested in quasi-Monte Carlo and to applied mathematicians and software developers who need to understand the theory behind these very important methodologies. Quasi-Monte Carlo methods are "beating out" the standard Monte Carlo techniques in areas of financial engineering and transport theory. This book belongs on the shelf of those interested in this very important topic.

1 of 1 people found the following review helpful:

3.0 out of 5 stars Compendium of the field, March 18, 2003

By 

Ram "rambr" (Berkeley, CA United States) - See all my reviews

This review is from: Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics) (Paperback)

This book systematically goes through the theory of Quasi random sequences. It is a very nice compendium of the main results, and contains a few interesting insights. But don't expect much in terms of intuition about the results, and what is more important for a field that borderlines theory and applications, any solid examples or such references. But don't despair. Mandatory only if you are looking into using theory results from the area.