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Quasirandom Sequence

A sequence of $n$-tuples that fills $n$-space more uniformly than uncorrelated random points. Such a sequence is extremely useful in computational problems where numbers are computed on a grid, but it is not known in advance how fine the grid must be to obtain accurate results. Using a quasirandom sequence allows stopping at any point where convergence is observed, whereas the usual approach of halving the interval between subsequent computations requires a huge number of computations between stopping points.

See also Pseudorandom Number, Random Number


References

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Quasi- (that is, Sub-) Random Sequences.'' §7.7 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 299-306, 1992.




© 1996-9 Eric W. Weisstein
1999-05-25