Random and quasirandom sequences: Numerical estimates of uniformity of distribution

Authors:
I. M. Sobol';B. V. Shukman
Affiliations:
National Center for Math. Modelling of the Russian Academy of Sciences 4 Miusskaya Square, Moscow 125047, Russia;Department of Physics, University of Oslo P.O. Box 1048, Blindern N-0316, Oslo 3, Norway
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
1993

Citing 3
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A comparative study of Pseudo and Quasi random sequences for the solution intergral equations

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Algorithm 659: Implementing Sobol's quasirandom sequence generator

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Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators

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Abstract

Recently, a new measure of irregularity of distribution, called the range, has been introduced. In the present paper, the range is used for estimating numerically the distribution of random and quasirandom sequences of multidimensional points that are used in various computational algorithms. Numerical results support our conjectures concerning the expedience of using quasirandom sequences.