most citedMultidimensional sampling for simulation and integration: measures, discrepancies, and quasi-random numbers

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physics.comp-ph2019

Review of High-Quality Random Number Generators

Frederick James, Lorenzo Moneta

This is a review of pseudorandom number generators (RNG's) of the highest quality, suitable for use in the most demanding Monte Carlo calculations. All the RNG's we recommend here…

physics.comp-ph1996★ 1 cited

Quasi-Monte Carlo, Discrepancies and Error Estimates

Fred James, Jiri Hoogland, Ronald Kleiss

We discuss the problem of defining an estimate for the error in quasi-Monte Carlo integration. The key issue is the definition of an ensemble of quasi-random point sets that, on th…