文章基本信息

标题：P-quasi Random Number Generators for Obtaining Stochastic Integrals
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作者：Behrouz Fathi-Vajargah
期刊名称：Advances in Information Technology and Management
印刷版ISSN：2167-6372
出版年度：2012
卷号：2
期号：1
页码：207-215
语种：English
出版社：World Science Publisher
摘要：This paper presents the Monte Carlo method for obtaining the integrals that their amounts whether can or cannot be obtained by classical methods. We finally improve the accuracy of the method for approximating the given integral by Monte Carlo method, using partitioned quasi random numbers. Finally, the comparison of five methods is presented.
关键词：Random numbers;P-quasi random numbers;Monte Carlo method;Numerical integration.