# \#quasimontecarlo

**URL:** https://discourse.julialang.org/tag/quasimontecarlo/1465.md

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## [QMC vs rand](https://discourse.julialang.org/t/qmc-vs-rand/106195)

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**Author:** [@tchebycheff](https://discourse.julialang.org/u/tchebycheff)\
**Replies:** 12\
**Last updated:** [November 16, 2023, 5:28am UTC](https://discourse.julialang.org/t/qmc-vs-rand/106195 "2023-11-16T05:28:19Z")

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X\_t is a d-dimensional geometric Brownian process and Y\_t = \\min\_i X\_t^{(i)}. My objective is to simulate paths of Y\_t at t=\\Delta, 2\\Delta, ..., M\\Delta. There are significant differences in E(Y\_t) estimates from QMC/S…