P. L'Ecuyer, "Maximally equidistributed combined Tausworthe generators" Mathematics of Computation, vol. 65(213), pp. 203--213, Jan. 1996. Home/Search Document Not in Database Summary Related Articles Check |
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A Monte Carlo Algorithm for Weighted Integration over R^d - Gajda, Li, Plaskota.. (2002) (Correct)
....on the unit sphere and then generate their radii. To this end, we use methods from [3, 5] Both steps above require a uniform generator from [0; 1] We mainly use: generator of M. Matsumoto and T. Nishimura, see [9] maximally equidistributed combined Tausworthe generator by P. L Ecuyer, see [4]; generator of R. F. Zi , see [15] Implementations of these and many other generators can be found in the GNU Scienti c Library (GSL) We rst test our algorithm for weight functions 1 (x) exp(jjxjj ) 2 (x) The functions to be integrated for the Gaussian weight 1 are ....
P. L'Ecuyer, Maximally Equidistributed Combined Tausworthe Generators, Mathematics of Computation, 65 (1996) pp.203-213.
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P. L'Ecuyer. Maximally equidistributed combined Tausworthe generators. Mathematics of Computation, 65(213):203--213, 1996.
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P. L'Ecuyer. Maximally equidistributed combined Tausworthe generators. Mathematics of Computation, 65(213):203-213, 1996.
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P. L'Ecuyer. Maximally equidistributed combined Tausworthe generators. Mathematics of Computation, 65(213):203--213, 1996.
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L'Ecuyer, P. (1996). Maximally equidistributed combined Tausworthe generators. Mathematics of Computation, Vol. 65, No. 213, pp. 203--213.
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....of the unit hypercube. For n = b , P n is called q equidistributed in base b if it has b points in each box, where t = k q s . Of course, this can hold only if t 0. If this holds for q 1 = q s = # for some integer # 1, we have s distribution with # digits of accuracy [6, 15]. The largest such # is the s dimensional resolution of P n . It cannot exceed #k s#. This notion of equidistribution can also be defined for projections. For I = # 1, s , divide each axis i j into b q i j intervals to obtain k t(I) rectangular boxes, where k t(I) q i 1 ....
P. L'Ecuyer. Maximally equidistributed combined Tausworthe generators. Mathematics of Computation, 65(213):203--213, 1996.
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.... and by an NSERC scholarship to the second author Preprint submitted to Elsevier Preprint 16 July 2002 (LCGs) and multiple recursive generators (MRGs) combined with a modulo 1 addition [6] and Tausworthe or linear feedback shift register (LFSR) generators combined via a bitwise exclusive or [5,8,18]. The theoretical properties of these linear generators are easy to analyze because they have the same type of highly regular structure as their components. Having a lot of structure is convenient from the analysis viewpoint but becomes a drawback from the apparent randomness or ....
....consider the sets I = t 1 of successive indices, for t t 1 , where t 1 is an arbitrary constant. The LFSR (or Tausworthe) generators considered here are defined by the recurrence a k x n k ) mod 2; 4) u n = w i=1 x ns i 1 2 i , 5) for some positive integers s and w [5,16 18]. The maximal period length is # = 2 1. Specific parameter sets and implementations are given, e.g. in [8,18] and some references therein. Let B be an arbitrary set of selected bits of the output values. More specifically, consider the bit string formed by concatenating the bits b 0,1 , ....
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P. L'Ecuyer. Maximally equidistributed combined Tausworthe generators. Mathematics of Computation, 65(213):203--213, 1996.
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P. L'Ecuyer, "Maximally equidistributed combined Tausworthe generators" Mathematics of Computation, vol. 65(213), pp. 203--213, Jan. 1996.
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L'Ecuyer, P.: Maximally Equidistributed Combined Tausworthe Generators. Mathematics of Computation 65 (1996) 203-213.
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