A Study of a New Class of Congruential Generators for Monte Carlo Methods

In this paper we propose a new class of congruential pseudo random number generators based on sequences generat- ing permutations and study Monte Carlo numerical methods for solving multidimensional integrals and integral equations based on them. These sequences have been developed for other applica- tions but our analysis and experiments show that they are appro- priate for approximation of multiple integrals and integral equa- tions.