Introduction

Abstract

We tailor to quasi-Monte Carlo strategies to generate certain kinds of random variables or processes often imbedded simulations. While these strategies have some common features, both in design and analysis, we aim to be specific. To fix ideas, our initial illustrations are for Poisson processes. The point is that these processes as well as the others we consider are not generated in isolation but rather as part of a simulation to estimate the expectation of a function f of the process and sometimes of additional random variables.