Re: Normal Random Generator
Posted by
Luigi Ballabio on
Jun 03, 2010; 3:35pm
URL: http://quantlib.414.s1.nabble.com/Normal-Random-Generator-tp8012p8017.html
On Thu, 2010-06-03 at 17:18 +0200, Ferdinando Ametrano wrote:
> 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
Yes, I though as much.
Thanks,
Luigi
--
Cogito ergo I'm right and you're wrong.
-- Blair Houghton
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