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- You can pose general problem of best method in k dimensions:
the answer is not known in general and is probably not either Monte
Carlo Gaussian for each coordinate.
- Once k is bigger than around 3, Monte Carlo is usually best
pragmatic choice. The distribution of points in multidimensional
integrals is contrasted in figures MC.1 and MC.2.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, email@example.com