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Abstract: Ergodic dynamical systems with absolutely continuous invariant probability measures are implemented as random-number generators for Monte Carlo computation. Such chaos-based Monte Carlo computation yields sometimes unexpected dynamical dependency behavior which cannot be explained by the usual statistical argument. We resolve the problem of its origin of this behavior by considering the effect of dynamical correlation on chaotic random-number generators. Furthermore, we find that superefficient ... (Update)
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BibTeX entry: (Update)
@misc{ umeno-chaos,
author = "Ken Umeno",
title = "Chaos Monte Carlo computation: a dynamical effect of random-number generations",
url = "citeseer.ist.psu.edu/6694.html" }
Citations (may not include all citations):309 Random Number Generation and Quasi-Monte Carlo Methods (context) - Niederreiter - 1992
213 Non-Uniform Random Variate Generation (context) - Devroye - 1986
124 The Art of Computer Programming: Vol (context) - Knuth - 1969
59 Limit Distributions for Sums of Independent Random Variables (context) - Gnedenko, Kolmogorov - 1954
53 Monte Carlo Simulation in Statistical Physics (context) - Binder, Heermann - 1988
52 Monte Carlo Concepts (context) - Fishman - 1996
31 Methoden der Mathematischen Physik (context) - Courant, Hilbert - 1931
2 eprint chao-dyn (context) - Umeno, Rev - 1997
2 eprint chao-dyn (context) - Umeno, Rev - 1998
1 Exactly solvable chaos and addition theorems of elliptic fun.. (context) - Umeno
1 second edition (context) - Lasota, Mackey et al. - 1994
1 von Neumann (context) - Ulam - 1947
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