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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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
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