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Quasirandom Numbers

  These are sequences of numbers to be used in Monte Carlo calculations ( Random Numbers), optimized not to appear highly random, but rather to give the fastest convergence in the computation. They are applicable mainly to multidimensional integration, where the theory is based on that of uniformity of distribution ([Kuipers74]).

Because the way of generating and using them is quite different, one must distinguish between finite and infinite quasirandom sequences:



Rudolf K. Bock, 7 April 1998