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Monte Carlo Methods Using New Class of Congruential Generators

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ICT Innovations 2011 (ICT Innovations 2011)

Part of the book series: Advances in Intelligent and Soft Computing ((AINSC,volume 150))

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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.

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Author information

Authors and Affiliations

  1. Institute of Information and Communication Technologies, BAS, Acad. G. Bonchev St., Bl.25A, 1113, Sofia, Bulgaria

    T. Gurov, S. Ivanovska & A. Karaivanova

  2. Institute of Mathematics and Informatics, BAS, Acad. G. Bonchev St., Bl. 8, 1113, Sofia, Bulgaria

    N. Manev

Authors
  1. T. Gurov
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  2. S. Ivanovska
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  3. A. Karaivanova
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  4. N. Manev
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Corresponding author

Correspondence to T. Gurov .

Editor information

Editors and Affiliations

  1. Macedonian Academy of Sciences and Arts, Skopje, Macedonia

    Ljupco Kocarev

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© 2012 Springer-Verlag GmbH Berlin Heidelberg

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Gurov, T., Ivanovska, S., Karaivanova, A., Manev, N. (2012). Monte Carlo Methods Using New Class of Congruential Generators. In: Kocarev, L. (eds) ICT Innovations 2011. ICT Innovations 2011. Advances in Intelligent and Soft Computing, vol 150. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28664-3_24

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  • DOI: https://doi.org/10.1007/978-3-642-28664-3_24

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-28663-6

  • Online ISBN: 978-3-642-28664-3

  • eBook Packages: EngineeringEngineering (R0)

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