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03/19/2023
A generalization of short-period Tausworthe generators and its application to Markov chain quasi-Monte Carlo
A one-dimensional sequence u_0, u_1, u_2, …∈ [0, 1) is said to be comple...
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02/20/2020
A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo
We consider the problem of estimating expectations by using Markov chain...
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09/10/2018
Comparison of Sobol' sequences in financial applications
Sobol' sequences are widely used for quasi-Monte Carlo methods that aris...
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08/20/2017