Re: Normal Random Generator

Posted by Ferdinando M. Ametrano-3 on Jun 03, 2010; 3:18pm
URL: http://quantlib.414.s1.nabble.com/Normal-Random-Generator-tp8012p8016.html

On Thu, Jun 3, 2010 at 5:08 PM, Luigi Ballabio <[hidden email]> wrote:
> I still have to figure
> out if---being a rejection technique---it plays well with
> low-discrepancy sequences.

if you don't use _all_ variates in the exact order they are generated
by the low-discrepancy uniform RNG then you're scrambling the
low-discrepancy property.
As such a rejection technique doesn't play well with low-discrepancy sequences

ciao -- Nando

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