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Recent trends in random number and random vector generation

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Abstract

A survey of recent work in the areas of uniform pseudorandom number and uniform pseudorandom vector generation is presented. The emphasis is on methods for which a detailed theory is available. A progress report on the construction of quasirandom points for efficient multidimensional numerical integration is also given.

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    Harald Niederreiter

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Niederreiter, H. Recent trends in random number and random vector generation. Ann Oper Res 31, 323–345 (1991). https://doi.org/10.1007/BF02204856

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