Sobol sequence

A Sobol sequence is a type of quasi-random sequence used in numerical methods, particularly in the field of Monte Carlo simulations and high-dimensional integration. It is named after the Russian mathematician Ilya M. Sobol, who introduced it in the early 1960s. ### Key Characteristics: 1. **Quasi-Random Sequence**: Sobol sequences are designed to fill a multi-dimensional space uniformly, which is advantageous for reducing the error in numerical integration compared to pseudo-random sequences.