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by johnnymellor
1509 days ago
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Yes, it's a very desirable trait in https://en.m.wikipedia.org/wiki/Quasi-Monte_Carlo_method Quasi-Monte Carlo has a rate of convergence close to O(1/N), whereas the rate for the Monte Carlo method is O(N^(−0.5)) For such applications it's best to use quasi-random numbers (a.k.a. low-discrepancy sequences) such as the Halton sequence or the Sobol sequence instead of pseudorandom numbers. |
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