Multidimensional sampling for simulation and integration: measures, discrepancies, and quasi-random numbers

Preprint

16 August 1996

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.hep-ph/9606309

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 here in a style hopefully more accessible to physicists than the specialized 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 the theoretical side, there is the exact distribution of quadratic discrepancy for random point sets.

Keywords

MULTIDIMENSIONAL SAMPLING
QUADRATIC DISCREPANCIES
QUASI RANDOM NUMBERS
MATERIAL IS NOT NEW
RANDOM NUMBERS
RANDOM POINT
MONTE CARLO
PHYSICISTS
POINT SETS

All Related Versions

Version 1, 1996-06-12, ArXiv
Version 2, 1996-06-19, ArXiv
Version 3, 1996-08-16, ArXiv
Published version: Computer Physics Communications, 99 (2-3), 180.

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