Random and Quasi-Random Point Sets pp 49-108

Part of the Lecture Notes in Statistics book series (LNS, volume 138)

On the Assessment of Random and Quasi-Random Point Sets

  • Peter Hellekalek

Abstract

The Monte Carlo and the quasi-Monte Carlo method are two of the most important techniques to solve multidimensional problems. In both cases, we employ deterministic algorithms to generate finite point sets in high dimensions. The quality of the equidistribution of these point sets may have a decisive influence on our numerical results. In this contribution, we will discuss the main concepts to assess equidistribution. In particular, we will present a new interpretation of the well-known spectral test.

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Peter Hellekalek
    • 1
  1. 1.Institut für MathematikUniversität SalzburgSalzburgAustria

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