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Monte Carlo Methods Using New Class of Congruential Generators

  • T. Gurov
  • S. Ivanovska
  • A. Karaivanova
  • N. Manev
Part of the Advances in Intelligent and Soft Computing book series (AINSC, volume 150)

Abstract

In this paper we propose a new class of congruential pseudo random number generator based on sequences generating permutations. These sequences have been developed for other applications but our analysis and experiments show that they are appropriate for approximation of multiple integrals and integral equations.

Keywords

Monte Carlo Integration Congruential Generator Linear Recurrence Sequence Mersenne Twister Quantum Kinetic Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag GmbH Berlin Heidelberg 2012

Authors and Affiliations

  • T. Gurov
    • 1
  • S. Ivanovska
    • 1
  • A. Karaivanova
    • 1
  • N. Manev
    • 2
  1. 1.Institute of Information and Communication TechnologiesBASSofiaBulgaria
  2. 2.Institute of Mathematics and InformaticsBASSofiaBulgaria

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