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Quasi-Monte Carlo Node Sets from Linear Congruential Generators

  • Karl Entacher
  • Peter Hellekalek
  • Pierre L’Ecuyer
Conference paper

Abstract

In this paper we present a new approach to finding good lattice points. We employ the spectral test, a well-known figure of merit for uniform random number generators. This concept leads to an assessment of lattice points g that is closely related to the classical Babenko-Zaremba quantity ρ(g,N). The associated lattice rules are good uniformly over a whole range of dimensions. Our numerical examples suggest that this simple approach leads to quasi-Monte Carlo node sets that perform very well in comparison to the best available (t,m,s)-nets.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2000

Authors and Affiliations

  • Karl Entacher
    • 1
  • Peter Hellekalek
    • 1
  • Pierre L’Ecuyer
    • 2
  1. 1.Dept. of MathematicsUniversity of SalzburgSalzburgAustria
  2. 2.Dept. d’Informatique et de Recherche OpérationnelleUniversité de MontréalMontrealCanada

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