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Quasi-Random Numbers
Author

Roman Maeder
Organization: Wolfram Research, Inc.
Department: Kernel Technology
Conference

1998 WorldWide Mathematica Conference
Conference location

Chicago, IL
Description

This is a first look at a Mathematica package for the generation of Niederreiter sequences and other quasi-random numbers. Such sequences can be used in the Monte Carlo simulation; their lower discrepancies compared to good pseudo-random numbers lead to much-improved convergence. The package is a joint development of CSK (Schweiz) AG and MathConsult Dr. R. Mäder.
Subjects

*Business and Economics
*Mathematics > Probability and Statistics
URL

http://library.wolfram.com/conferences/conference98/abstracts/quasi_random_numbers.html
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QuasiRandom.nb (1 MB) - Mathematica Notebook