NDLI: Implementation Of Quasi-Random Generators And Their Use In Discrete Event Simulation

Content Provider	IEEE Xplore Digital Library
Author	Davenport, T.R. Cheng, R.C.H.
Copyright Year	1989
Description	Author affiliation: University of Wales (Davenport, T.R.)
Abstract	One of the most recent constructions of quasi-random sequences is due to Niederreiter (1988). These sequences, which possess the lowest known discrepancy of all such sequences, have not yet been implemented as practical computer code. In this paper we gather together relevant results and theorems presented by Niederreiter (1988) to produce a concrete construction of such a sequence. An algorithm and practical routines for the generation of the sequence are presented, together with an unusual practical application from the area of discrete event simulation. We consider the estimation of daily gas demand nd conclude that significant gains can be made by selecting quasi-random sequence in preference to the traditional approach of using crude Monte Carlo. The Sobol (1967) and Faure (1982) sequences have played an important role in the development of this, the most recent sequence. They have only marginally higher discrepancies, and so for comparison simulation results are also included for these sequences.
Starting Page	419
Ending Page	427
File Size	493548
Page Count	9
File Format	PDF
ISBN	0911801588
DOI	10.1109/WSC.1989.718708
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1989-12-04
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Discrete event simulation Hypercubes Mathematics Concrete Application software Upper bound Input variables
Content Type	Text
Resource Type	Article

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