Winner of the INFORMS 1995 Outstanding Simulation Publication Award
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. Based on a series of 10 lectures presented by the author
at a CBMS-NSF Regional Conference at the University of Alaska at
Fairbanks in 1990 to a selected group of researchers, this volume
includes background material to make the information more
accessible to nonspecialists.
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