%0 Journal Article %T Monte Carlo Simulation for Numerical Integration Based on Antithetic Variance Reduction and Haltons Sequences %A Mehrdoust, Farshid %J Journal of Mathematics and Computer Science %D 2012 %V 4 %N 1 %@ ISSN 2008-949X %F Mehrdoust2012 %X Many applications, for instance in finance and in physics, require the calculation of high dimensional integrals. The Monte Carlo and quasi Monte Carlo methods are frequently used to approximate them. In this paper, we propose a new quasi Monte Carlo algorithm based on antithetic variance reduction and Halton's sequences for numerical integration. Efficiency of the new algorithm compared to the standard Monte Carlo algorithm is shown using example. %9 journal article %R 10.22436/jmcs.04.01.07 %U http://dx.doi.org/10.22436/jmcs.04.01.07 %P 48--52 %0 Book %T Monte Carlo Methods for Applied Scientists %A I. T. Dimov %D 2008 %I World Scientific %C London %F Dimov2008 %0 Book %T Some Advantages on Monte Carlo Integration using Variance Reduction Procedures %A F. Mehrdoust %A A. Pourdarvish %A F. Norouzi %A B. Fathi Vajargah %A F. Norouzi Saziroud %D 2010 %I International Journal of Advanced Research in Computer Science %C Vol. 1, 220--224 %F Mehrdoust2010 %0 Book %T Monte Carlo methods %A J. M. Hammersly %A D. C. Handscomb %D 1964 %I Methuen %C London %F Hammersly1964 %0 Journal Article %T Error analysis of an adaptiv Monte Carlo method for numerical integration %A A. Karaivanova %A I. Dimov %J Mathematics and Coputers in Simulation %D 1998 %V 47 %F Karaivanova1998 %0 Journal Article %T Some concepts of dependence %A E. L. Lehmann %J The Annals of Mathematical Statistics %D 1966 %V 47 %F Lehmann1966 %0 Book %T Simulation and the Monte Carlo method %A R. Y. Rubinstein %D 1981 %I John Wiley & Sons %C New York %F Rubinstein1981 %0 Journal Article %T Quasi Monte Carlo methods %A I. M. Soboĺ %J Progress in Nuclear Energy %D 1990 %V 24 %F Soboĺ1990