Abstract
Suppose that a given number of iid random variates are to be generated as part of a simulation. A naive procedure generates these variates in the order in which they are used, generally as needed. With pure standard Monte Carlo, this is both natural and reasonable. In contrast, with RQMC it is a bad idea.
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© 1999 Springer Science+Business Media New York
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Hillier, F.S., Fox, B.L. (1999). Permuting Order Statistics. In: Strategies for Quasi-Monte Carlo. International Series in Operations Research & Management Science, vol 22. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-5221-5_4
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DOI: https://doi.org/10.1007/978-1-4615-5221-5_4
Publisher Name: Springer, Boston, MA
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