There was one in SCS "Simulation" like about 1986, but there was a big
debate if the Mt Carlo made a difference. If you bug me a few days
from now, I might dig up a PL/I test program I wrote with the article
refs embedded in it.
Perhaps it can be understood by looking at a related area: In chosing
PDE solution points, Mt Carlo is said to be more effective because
beyond two dimensions, rectangularisation is inefficient. IBM's
million-dollar Simulation Blaster works along those lines by providing
a file of non-random best sampling points so you don't have to use Mt Carlo.
- = -
Vasos-Peter John Panagiotopoulos II, Columbia'81+, Bioengineer-Financier, NYC
BachMozart ReaganQuayle EvrytanoKastorian http://WWW.Dorsai.Org/~vjp2
vjp2@{MCIMail.Com|CompuServe.Com|Dorsai.Org}
---{Nothing herein constitutes advice. Everything fully disclaimed.}---
[DQ2K: Make the Murky Clown Frown!]
