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Excerpt from A Non-Random Sampling Method
During the past ten years, several studies have been made of systematic (non-random) sampling methods, for calculations of the monte Carlo type, based on theorems of H. Weyl[l] on the asymptotic distribution, in n-space, of a set of points generated by congruences. The object is to find a computing method, similar to monte Carlo, in which the error of the approximation decreases more rapidly, with increasing sampie size, than when random sampling is used. Although the method has not yet achieved success in practical applications, there seems to be enough interest in it to warrant giving an account.
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