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Quasirandom numbers
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Quasirandom numbers (or subrandom numbers) are numbers selected from a quasirandom sequence (subrandom sequence or low discrepancy sequence). The discrepancy of a sequence is a measure of its uniformity (or lack thereof).[1]
Quasi-random sequences fail many statistical tests for randomness. Approximating true randomness, however, is not their goal. Quasi-random sequences seek to fill space uniformly.[2]
Quasirandom number generators (QRNGs)
- Main article page: Quasirandom number generators
Cf. MathWorks.[2]
Applications
Quasirandom numbers are useful in computational problems such as numerical integration. It has been shown that quasirandom sequences (correlated random points) can evaluate integrals (quasi-Monte Carlo integration) more efficiently than pseudorandom sequences do (Monte Carlo integration).[1]
See also
- Quasirandom numbers and quasirandom sequences
- Pseudorandom numbers and pseudorandom sequences
- Random numbers and random sequences
Notes
- ↑ 1.0 1.1 George Levy, An introduction to quasi-random numbers, Numerical Algorithms Group Ltd.
- ↑ 2.0 2.1 Generating Quasi-Random Numbers, © 1984-2012—The MathWorks, Inc.
