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The Quasi-Random Walk

  • Conference paper
Monte Carlo and Quasi-Monte Carlo Methods 1996

Part of the book series: Lecture Notes in Statistics ((LNS,volume 127))

Abstract

We present the method of the quasi-random walk for the approximation of functionals of the solution of second kind Fredholm integral equations. This deterministic approach efficiently uses low discrepancy sequences for the quasi-Monte Carlo integration of the Neumann series. The fast procedure is illustrated in the setting of computer graphics, where it is applied to several aspects of the global illumination problem.

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Author information

Authors and Affiliations

  1. FB Informatik, Universität Kaiserslautern, Kaiserslautern, D-67653, Germany

    Alexander Keller

Authors
  1. Alexander Keller
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Editor information

Editors and Affiliations

  1. Institute of Information Processing, Austrian Academy of Sciences, Vienna, A-1010, Austria

    Harald Niederreiter

  2. Department of Mathematics, University of Salzburg, Salzburg, A-5020, Austria

    Peter Hellekalek , Gerhard Larcher  & Peter Zinterhof ,  & 

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© 1998 Springer Science+Business Media New York

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Keller, A. (1998). The Quasi-Random Walk. In: Niederreiter, H., Hellekalek, P., Larcher, G., Zinterhof, P. (eds) Monte Carlo and Quasi-Monte Carlo Methods 1996. Lecture Notes in Statistics, vol 127. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1690-2_18

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  • DOI: https://doi.org/10.1007/978-1-4612-1690-2_18

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-98335-6

  • Online ISBN: 978-1-4612-1690-2

  • eBook Packages: Springer Book Archive

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