A method for evaluating multiple integrals with automatic choice of step

S.M. Ermakov1, A.I. Pavlov1, B.B. Pokhodzei1
1LeningradRussia

Tài liệu tham khảo

Sobol', 1970, On an approach to the evaluation of multi-dimensional integrals, 100 Hsu, 1957, A general approximation method of evaluating multiple integrals, Tohoku Math. J., 9, 45, 10.2748/tmj/1178244918 Ermakov, 1974, Evaluation of multi-dimensional quadratures with automatic choice of integration step, 72 Antipov, 1971, Optimal deriving multiplier of a multiplicative generator, 7 Ahrens, 1970, Pseudo-random numbers, A new proposal for the choice of multiplicators, Computing, 6, 121, 10.1007/BF02241740 Greenberger, 1965, Methods in randomness, Communs. ACM., 8, 177, 10.1145/363791.363827 Jansson, 1966 Beyer, 1971, The lattice structure of multiplicative congruential pseudo-random vectors, Math. Comput., 25, 345, 10.1090/S0025-5718-1971-0309263-4 Marsaglia, 1968, Random numbers fall mainly in the planes, 61, 25 Bakhvalov, 1973 Fishman, 1973 Van Gelder, 1967, Some new results in pseudo-random number generation, J. Assoc. Comput. Machinery, 14, 785, 10.1145/321420.321437 Pike, 1965, Algorithm 266. Pseudo-random numbers, Communs. ACM., 8, 605, 10.1145/365628.365648 Maclaren, 1965, Uniform random number generators, J. Assoc. Comput. Machinery, 12, 83, 10.1145/321250.321257 Gorenstein, 1967, Testing a random number generator, Communs. ACM, 10, 111, 10.1145/363067.363119 Coveyou, 1967, Fourier analysis of uniform random generators, J. Assoc. Comput. Machinery, 17, 100, 10.1145/321371.321379 Mikhailov, 1972