The generalized and modified Halton sequences in Cantor bases (Q1757397): Difference between revisions

A standard problem in numerical analysis is estimating the integral of a function, through a knowledge of its value at a finite number of points of the sequence. These points usually are chosen as the first \(N\) elements of stochastic or deterministic low-discrepancy sequences. In the present paper the authors consider two variants of modification of the classical Halton sequence. The first modification is the construction of the Halton sequence in a generalized number system, called also the Cantor expansion, with respect to arbitrary sequences of permutations of the Cantor bases. The second modification is that certain conditions on the sequences of permutations of the Cantor bases which are analogous to the modified Halton sequence introduced by \textit{E. I. Atanassov} [Math. Balk., New Ser. 18, No. 1--2, 15--32 (2004; Zbl 1088.11058)] are imposed. It is shown that this modified Halton sequence in Cantor bases attains a better estimate of the star discrepancy bound than the generalized Halton sequence in Cantor bases. In the Introduction of the paper the constructive principles of the original van der Corput sequence and its generalizations in a fixed and variable bases are presented. Some results, related with estimations of the star discrepancy are reminded. In Section 2, the concept of a generalized number system, called also the Cantor expansion is introduced. Then, generalized Halton sequences induced by this generalized system are defined. In Theorem 1, an estimation of the star discrepancy of the generalized Halton sequences in bounded Cantor bases is given. This estimation gives the order \(\mathcal{O}\left( \frac{(\log N)^s}{N}\right)\) of the star discrepancy of the generalized Halton sequences. In Section 3, a special class of generalized Halton sequences in Cantor bases that involves deep periodicity properties is introduced. This can be considered as a generalization of Atanassov's modified Halton sequences. The notion of the so-called admissible sequences of integers is introduced. The constructive principle of the so-called modified Halton sequences in Cantor bases is given. In Theorem 2, the order \(\mathcal{O}\left( \frac{(\log N)^s}{N}\right)\) of the star discrepancy of the modified Halton sequence in Cantor bases \(p_1, p_2, \dots, p_s\) is obtained. Theorem 2 gives a lower constant \(c = c(p_1, p_2, \dots, p_s)\) than the constant \(c = c(b_1, b_2, \dots, bs)\) provided in Theorem 1. Although the modified Halton sequence in Cantor bases do not attain a lower estimate of the discrepancy bound than Atanassov's modified Halton sequences. The developed method of estimation of the discrepancy gives more variety of sequences with similar estimated bound. In Section 4, five lemmas are presented and Theorem 1 is proved. In Section 5, new five lemmas are presented and Theorem 2 is proved. In Section 6, the original concept of Hammersley which uses a \((s-1)\)-dimensional Halton sequence to construct \(s\)-dimensional finite point set is extended to the concept of the generalized Hammersley point set in Cantor bases. In Theorem 3, an estimation and an order \(\mathcal{O}\left( \frac{(\log N)^{s-1}}{N}\right)\) of the star discrepancy of the generalized Hammersley point set in Cantor bases are obtained.