An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration

On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals

John H. Halton · Numerische Mathematik · 1960 · 2K citations

Natural Sciences, Computer Science, Probability Theory +10

Quasi-Monte Carlo methods and pseudo-random numbers

Harald Niederreiter · Bulletin of the American Mathematical Society · 1978 · 828 citations · Full text

Natural Sciences, Mathematics, Physics +12

Numerical Evaluation of Multiple Integrals

Seymour Haber · SIAM Review · 1970 · 263 citations

Computing, Computer Science, Computational Mechanics +16

The Mathematical Basis of Monte Carlo and Quasi-Monte Carlo Methods

S. K. Zaremba · SIAM Review · 1968 · 95 citations

Computing, Computer Science, Scientific Computing +13

Regularities in congruential random number generators

George Marsaglia · Numerische Mathematik · 1970 · 36 citations

Natural Sciences, Mathematics, Number Theory +7