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
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.