Random and quasirandom sequences: Numerical estimates of uniformity of distribution

DOI10.1016/0895-7177(93)90160-ZMaRDI QIDQ1324239zbMATH OpenOpenAlexFDO

Authors B. V. Shukman, Il'ya Sobol'

Publication date 3 January 1995

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0895-7177(93)90160-z

zbMATH Keywords

\(\text{LP}_ \tau\)-sequenceFauré sequenceHalton sequencemeasure of irregularity of distributionmultidimensional numerical integrationquasirandom sequencesrandom sequences

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10)

Review text

Using the range, a new measure of irregularity of distribution introduced by the first author and \textit{O. V. Nuzhdin} [J. Number Theory 39, 367-373 (1991; Zbl 0743.11039)], the authors compare numerically the effectiveness of using the random and quasirandom sequences of multidimensional points, such as the Halton sequence, the first author's \(\text{LP}_ \tau\)-sequence and the Fauré sequence, in certain computational algorithms. Numerical results support their conjectures concerning the expedience of using these quasirandom sequences, and seem to be a motivation of theoretical research.

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Cited in

(14)

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Describes a project that uses

Uses Software

• TOMS659
• Algorithm 647
• AS 183

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