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MathGroup Archive 1998

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Announcement: QR Streams and MathDirect

  • To: mathgroup at smc.vnet.net
  • Subject: [mg14890] Announcement: QR Streams and MathDirect
  • From: Roman Maeder <maeder at mathconsult.ch>
  • Date: Mon, 23 Nov 1998 10:12:07 -0500
  • Sender: owner-wri-mathgroup at wolfram.com

QR Streams


QR Streams is a series of Mathematica packages for the generation of
quasi-random number sequences. Such sequences are used in Monte-Carlo
simulation; their lower discrepancy compared to ordinary pseudo-random
numbers leads to faster convergence. The packages provide for
Niederreiter sequences for practical used and also offer the classical
examples of low-discrepancy sequences, such as Weyl, van der Corput,
and Halton sequences. Extensive documentation on the theoretical
background and application of quasi-random sequences in numerical
integration, Monte-Carlo simulation, and finance (pricing of exotic
derivatives) is included. A freely available demo package allows you to
experiment with quasi-random numbers before spending money on it. More
information is available at http://www.mathdirect.com/products/qrn/. QR
Streams is a joint development with Daniel Egloff of CSK (Schweiz) AG.

The main QR Streams package requires Mathematica 3 or higher and runs on
all platforms where Mathematica is available. Optional MathLink binary
Niederreiter generators are available for Windows, Linux, and several
Unix platforms.


For the distribution of QR Streams and further software, I developed my
own Internet software store:


MathDirect


Mathematica software in fully electronic form. You register on the Web
site of MathDirect, http://www.mathdirect.com/, select the desired demo
packages or products, pay by credit card (except for the freely
available packages, of course), and then download a compressed archive
of the software onto your computer.

As a registered customer you have access to our mailing lists and
support information. Optional support contracts are available  for many
products.

Feel free to have a look at http://www.mathdirect.com/.

Yours,

Roman Maeder

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T: +41-1-687 4051                          mailto:maeder at mathconsult.ch
F: +41-1-687 4054                          http://www.mathconsult.ch/
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