Giray Ökten: Number sequences for simulation - lecture 1

After an overview of some approaches to define random sequences, we will discuss pseudorandom sequences and low-discrepancy sequences. Applications to numerical integration, Koksma-Hlawka inequality, and Niederreiter’s uniform point sets will be discussed. We will then present randomized quasi-Monte Carlo sequences.



VIRTUAL LECTURE

Recording during the meeting "Quasi-Monte Carlo Methods and Applications " the October 26, 2020 by the Centre International de Rencontres Mathématiques (Marseille, France)
Filmmaker: Guillaume Hennenfent


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