Random number generation and quasi-Monte Carlo methods : Author's expanded lecture notes from his talks at the NSF-CBMS Regional Research Conference on Random Number Generation and Quasi-Monte Carlo Methods held at the University of Alaska at Fairbanks, A

This book systematically goes through the theory of Quasi random sequences. It is a very nice compendium of the main results, and contains a few interesting insights. But don't expect much in terms of intuition about the results, and what is more important for a field that borderlines theory and applications, any solid examples or such references. But don't despair. Mandatory only if you are looking into using theory results from the area. Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t, s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists Monte Carlo Methods And Quasi-monte Carlo Methods -- Quasi-monte Carlo Methods For Numerical Integration -- Low-discrepancy Point Sets And Sequences -- Nets And (t,s)-sequences -- Lattice Rules For Numerical Integration -- Quasi-monte Carlo Methods For Optimization -- Random Numbers And Pseudorandom Numbers -- Nonlinear Congruential Pseudorandom Numbers -- Pseudorandom Vector Generation. Harald Niederreiter. Author's Expanded Lecture Notes From His Talks At The Nsf-cbms Regional Research Conference On Random Number Generation And Quasi-monte Carlo Methods Held At The University Of Alaska At Fairbanks, Aug. 13-17, 1990. Includes Bibliographical References (p. 223-237) And Index. We consider the problem of numerical integration in dimension s.