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Remarks on randomization of quasi-random numbers. / Ермаков, Сергей Михайлович; Леора, Светлана Николаевна.

в: Monte Carlo Methods and Applications, Том 24, № 2, 01.06.2018, стр. 139-145.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Ермаков, СМ & Леора, СН 2018, 'Remarks on randomization of quasi-random numbers', Monte Carlo Methods and Applications, Том. 24, № 2, стр. 139-145. https://doi.org/10.1515/mcma-2018-0012

APA

Ермаков, С. М., & Леора, С. Н. (2018). Remarks on randomization of quasi-random numbers. Monte Carlo Methods and Applications, 24(2), 139-145. https://doi.org/10.1515/mcma-2018-0012

Vancouver

Ермаков СМ, Леора СН. Remarks on randomization of quasi-random numbers. Monte Carlo Methods and Applications. 2018 Июнь 1;24(2):139-145. https://doi.org/10.1515/mcma-2018-0012

Author

Ермаков, Сергей Михайлович ; Леора, Светлана Николаевна. / Remarks on randomization of quasi-random numbers. в: Monte Carlo Methods and Applications. 2018 ; Том 24, № 2. стр. 139-145.

BibTeX

@article{32f61f9db09c48f1ba787d1cfd2caebe,
title = "Remarks on randomization of quasi-random numbers",
abstract = "In this paper we discuss estimation of the quasi-Monte Carlo methods error in the case of calculation of high-order integrals. Quasi-random Halton sequences are considered as a special case. Randomization of these sequences by the random shift method turns out to lead to well-known random quadrature formulas with one free node. Some new properties of such formulas are pointed out. The subject is illustrated by a number of numerical examples.",
keywords = "Halton sequences, Quasi-Monte Carlo methods, high-dimensional integration, random cubature formulas",
author = "Ермаков, {Сергей Михайлович} and Леора, {Светлана Николаевна}",
year = "2018",
month = jun,
day = "1",
doi = "10.1515/mcma-2018-0012",
language = "English",
volume = "24",
pages = "139--145",
journal = "Monte Carlo Methods and Applications",
issn = "0929-9629",
publisher = "De Gruyter",
number = "2",

}

RIS

TY - JOUR

T1 - Remarks on randomization of quasi-random numbers

AU - Ермаков, Сергей Михайлович

AU - Леора, Светлана Николаевна

PY - 2018/6/1

Y1 - 2018/6/1

N2 - In this paper we discuss estimation of the quasi-Monte Carlo methods error in the case of calculation of high-order integrals. Quasi-random Halton sequences are considered as a special case. Randomization of these sequences by the random shift method turns out to lead to well-known random quadrature formulas with one free node. Some new properties of such formulas are pointed out. The subject is illustrated by a number of numerical examples.

AB - In this paper we discuss estimation of the quasi-Monte Carlo methods error in the case of calculation of high-order integrals. Quasi-random Halton sequences are considered as a special case. Randomization of these sequences by the random shift method turns out to lead to well-known random quadrature formulas with one free node. Some new properties of such formulas are pointed out. The subject is illustrated by a number of numerical examples.

KW - Halton sequences

KW - Quasi-Monte Carlo methods

KW - high-dimensional integration

KW - random cubature formulas

UR - http://www.scopus.com/inward/record.url?scp=85047451134&partnerID=8YFLogxK

U2 - 10.1515/mcma-2018-0012

DO - 10.1515/mcma-2018-0012

M3 - Article

VL - 24

SP - 139

EP - 145

JO - Monte Carlo Methods and Applications

JF - Monte Carlo Methods and Applications

SN - 0929-9629

IS - 2

ER -

ID: 34734145