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PRNG are used for MC in both finance and physics.
by aquarin 6y ago
PRNG are used for MC in both finance and physics.
- pvitz 6y agoI agree, but I wrote "good engines". If one can choose between convergence with 1/N over 1/sqrt(N), the choice shouldn't be difficult especially in real-time systems.
- jacobolus 6y agoTry http://extremelearning.com.au/unreasonable-effectiveness-of-quasirandom-sequences/ http://extremelearning.com.au/unreasonable-effectiveness-of-...