In Joines, J., Barton, R., Kang, K., & Fishwick, P., editors, Proceedings of the 2000 Winter Simulation Conference, pages 527–536, Piscataway NJ, 2000. IEEE. Paper abstract bibtex
Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by this result we consider the generation of quasi-random vectors with given marginals and given correlation matrix. We extend the ``Normal To Anything'' (NORTA) method, introduced by Cario and Nelson, to this context, and term the extension the ``Quasi-Random to Anything'' (QUARTA) method.