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Авторизация |
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Поиск по указателям |
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Niederreiter H. — Random number generation and quasi-Monte Carlo methods |
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Предметный указатель |
Adaptive methods 152
Antithetic variates 8 107
Basis test 173
Bounded metric space 148
Cartesian product of integration rule 1
Cartesian product of trapezoidal rule 2
Central limit theorem 5
Characteristic polynomial 218
Completely uniformly distributed 162
Composition method 165
Congruential generator 177
Convergent 219 220
Copy rule 144
Crude search 150
Curse of dimensionality 2
Determinant of lattice 131
Diaphony 22
Digital multistep method 192
Digital multistep pseudorandom numbers 192
Discrepancy 13 21
Discrepancy, discrete 215
Discrepancy, extreme 14
Discrepancy, isotropic 17 21
Discrepancy, star 14
Discrete discrepancy 215
Discretization error 42
dispersion 148
Dual basis 218
Dual lattice 126
Elementary interval 48
Extreme discrepancy 14
Fibonacci numbers 122
Figure of merit 108 133 171 193 200 209
First-order congruential method 177
First-order nonlinear method 213
Formal Laurent series 88 98
Fractional part 26 28
Frequency test 166 168
Gap test 166
Generalized feedback shift-register (GFSR) method 198
Generalized feedback shift-register (GFSR) pseudorandom numbers 199
Generalized Halton sequence 45
Generalized Hammersley point set 45
Generalized van der Corput sequence 25
Generator matrix 131
Good lattice point 109 158
grid 173
Halton sequence 29 44 45 157 159
Hammersley point set 31 44 45 157 158
Hermite normal form 132
Integration lattice 126
Invariants 131
Inversion method 164
Inversive congruential generator 182 187
Inversive congruential method 182
Inversive congruential pseudorandom numbers 182 187
Inversive method 214
Irregularities of distribution 24 33 154
Isotropic discrepancy 17 21
Koksma — Hlawka inequality 19
Koksma’s inequality 18 21
Kolmogorov complexity 163
Kolmogorov test 166
Kolmogorov — Smirnov law 166
Latin square 60
Lattice 126
Lattice basis 131
Lattice methods 101
Lattice rule 101 126
Lattice structure 172 208
Lattice test, -dimensional 178
Lattice tests 173
Law of the iterated logarithm 166 168
Linear congruential method 168
Linear congruential pseudorandom numbers 169
Linear recurring sequence 218
Localization of search 151
Low-discrepancy point set 23
Low-discrepancy sequence 23
Matrix generator 206
Matrix method 205
Maximal period sequence 218
Maximum metric 150
Method of good lattice points 101
Minimal polynomial 218
Mixed congruential method 169
Modulus of continuity 18 20 148
| Monte Carlo estimate 4-6
Monte Carlo method 2 3
Multiple recursive method 174
Multiple-recursive pseudorandom numbers 174
Multiplicative congruential method 169
Multiplier 169
Mutually orthogonal 60
Mutually orthogonal squares 60
Net 47 48
Node set 126
Nonlinear congruential generator 178
Nonlinear congruential methods 178
Nonlinear congruential pseudorandom numbers 178
Nonuniform pseudorandom numbers 164
Nonuniform random numbers 162
Nonuniformity 22
Normal numbers 163
Orthogonal Latin squares 60-62
Outer iteration 152
Partial quotients 219 220
Periodic 164
Periodization 107
Permutation polynomial 178
Permutation test 167
Physical random numbers 163
Point set 14
Point set, generalized Hammersley 45
Point set, Hammersley 31 44 45 157 158
Point set, low-discrepancy 23
Primitive polynomial 217
Projection regular 132
Pseudorandom numbers 3 164-168
Pseudorandom vectors 3 205-208
Quadratic congruential method 181
Quadratic congruential pseudorandom numbers 181
Quasi — Monte Carlo approximation 10
Quasi — Monte Carlo method 3 9
Quasirandom points 23
Quasirandom search 148
Quasirandom sequences 23
Radical-inverse function 24
random number generation 3 161
Random search 147 158
Random variates 162
Random vector generation 3 205
Rank 131
Ratio-of-uniforms method 165
Rejection method 165
Run test 166
SEQUENCE 14
Sequence, 47 48
Sequence, completely uniformly distributed 162
Sequence, generalized Halton 45
Sequence, generalized van der Corput 25
Sequence, Halton 29 44 45 157 159
Sequence, linear recurring 218
Sequence, low-discrepancy 23
Sequence, maximal period 218
Sequence, periodic 164
Sequence, quasirandom 23
Sequence, uniformly distributed 13
Sequence, Van der Corput 25 44 45 74 92
Serial correlation 167
Serial correlation coefficient 167
Serial test 167 208
Shift-register pseudorandom numbers 191
Simulation methods 6
Spectral test 168
Standard deviation 5
Star discrepancy 14
Statistical tests for randomness 166
Stochastic simulation 6
Stratified sampling 7 144
Strong Law of Large Numbers 4
Totally bounded 149
Trace 217
Trapezoidal rule 1
Uniform pseudorandom numbers 164
Uniform pseudorandom vectors 205
Uniform random numbers 162
Uniformity test 166
Uniformly distributed 13
Van der Corput sequence 25 44 45 74 92
Variance 4
Variance reduction 7
Variation 19 22
Zaremba’s conjecture 123
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