MULTIDIMENSIONAL SAMPLING FOR SIMULATION AND INTEGRATION - MEASURES, DISCREPANCIES, AND QUASI-RANDOM NUMBERS

Citation
F. James et al., MULTIDIMENSIONAL SAMPLING FOR SIMULATION AND INTEGRATION - MEASURES, DISCREPANCIES, AND QUASI-RANDOM NUMBERS, Computer physics communications, 99(2-3), 1997, pp. 180-220
Citations number
16
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical","Computer Science Interdisciplinary Applications
ISSN journal
00104655
Volume
99
Issue
2-3
Year of publication
1997
Pages
180 - 220
Database
ISI
SICI code
0010-4655(1997)99:2-3<180:MSFSAI>2.0.ZU;2-6
Abstract
This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented h ere in a style hopefully more accessible to physicists than the specia lized mathematical literature. There are also some new results: on the practical side we give important empirical properties of large quasi- random point sets, especially the exact quadratic discrepancies; on th e theoretical side, there is the exact distribution of quadratic discr epancy for random paint sets.