Skip to main content
SpringerLink
Log in

Application of Halton's sequences in the Monte-Carlo method

  • Brief Communications
  • Published:
Cybernetics and Systems Analysis Aims and scope

Abstract

Uniformly distributed Halton sequences are compared with the pseudorandom number sequences generated by a standard congruential generator.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

References

  1. S. M. Ermakov and G. A. Mikhailov, Simulation [in Russian], Nauka, Moscow (1982).

    Google Scholar 

  2. I. M. Sobol’, Multidimensional Quadrature Formulas and Haar Functions [in Russian], Nauka, Moscow (1969).

    Google Scholar 

  3. I. M. Sobol’, Points Uniformly Filling a Multidimensional Cube [in Russian], Znanie, Moscow (1985).

    Google Scholar 

  4. L. Kuipers and H. Niederreiter, Uniform Distribution of Sequences, Wiley, New York (1974).

    Google Scholar 

  5. B. Ya. Sovetov and S. A. Yakovlev, System Modeling [in Russian], Vysshaya Shkola, Moscow (1985).

    Google Scholar 

Download references

Authors
  1. N. F. Trubitsyn
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. A. V. Shostak
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 5, pp. 176–179, September–October, 1992.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Trubitsyn, N.F., Shostak, A.V. Application of Halton's sequences in the Monte-Carlo method. Cybern Syst Anal 28, 804–807 (1992). https://doi.org/10.1007/BF01131863

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01131863

Keywords

Search

Navigation