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Multidimensional sampling for simulation and integration: measures, discrepancies, and quasi-random numbers
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 l...
Autores principales: | , , |
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Lenguaje: | eng |
Publicado: |
1996
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1016/S0010-4655(96)00108-7 http://cds.cern.ch/record/305066 |
Sumario: | 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. |
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