The Florida State University College of Arts and Science Scrambled Quasirandom Sequences and Their Applications


Quasi-Monte Carlo methods are a variant of ordinary Monte Carlo methods that employ highly uniform quasirandom numbers in place of Monte Carlo’s pseudorandom numbers. Monte Carlo methods offer statistical error estimates; however, while quasi-Monte Carlo has a faster convergence rate than normal Monte Carlo, one cannot obtain error estimates from quasi… (More)

30 Figures and Tables


  • Presentations referencing similar topics