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Purpose of the study: The quasi-Monte Carlo method is an important tool for modelling and analysing various complex problems in engineering, physical sciences, finance and business. The crucial element of the method is a sequence of deterministic quasi-random values, which is often obtained by using the Sobol’ quasi-random generator. The purpose of this study is to consider the time complexity of generating the Sobol’ sequence.

Methodology: Algorithms for determining the Sobol’ sequence have been studied. The algorithms have been implemented in the Python programming language.

Main Findings: It is established that this sequence can be generated in the linear time provided that generated numbers are based on 32-bit or 64-bit integers. The main result of the paper is the algorithm which enables this time-bound.

Applications of this study: The study can be applied in engineering, physical sciences, finance and business.

Novelty/Originality of this study: It is shown that Sobol’ sequence can be generated in linear time.    


algorithm time complexity quasi-random generator Sobol’ sequence quasi-Monte Carlo simulation

Article Details

How to Cite
VeselT. (2019). EFFICIENT COMPUTATION OF SOBOL’ QUASI-RANDOM GENERATOR. International Journal of Students’ Research in Technology & Management, 7(2), 01-04.


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