  The one-dimensional pseudo Leja sequences introduced in
\cite{bialas2012pseudo}, as an alternative to Leja sequences, provides us with
good interpolation nodes for the approximation of holomorphic functions. We
propose a definition of multidimensional pseudo Leja sequences associated to a
compact set $K$ of the complex space $\mathbb{C}^p$ which generalises both the
one-dimensional version and the multidimensional Leja sequences. We show that
these sequences can be used to calculate the transfinite diameter of $K$. We
also present a relation to the pluricomplex Green function associated to $K$.
Subsequently, we show that the intertwinning of pseudo Leja sequences is still
a pseudo Leja sequence. We give a method to compute pseudo Leja sequences with
the help of discrete meshes.
