Monte Carlo integration with quasi-rando
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M. Berblinger; Ch. Schlier; T. Weiss
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Article
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1997
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Elsevier Science
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English
β 821 KB
Monte Carlo integration with a sequence of quasi-random numbers is, in general, advantageous compared to using pseudo-random numbers. This has been demonstrated also for step-function integrands, though no theorems to prove it are known. In this paper we show by means of careful computer experiments