On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence (Q2272146): Difference between revisions

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Latest revision as of 20:17, 1 July 2024

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On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence
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    On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence (English)
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    6 August 2009
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    Let \(q=(q_k)\) be a low-discrepancy sequence in \([0,1)^d\) and \(X=(X_k)\) be a standard (pseudo)random sequence in \([0,1)^{s-d}\). Let \(m=(m_k)\) be a mixed sequence, i.e. \((m_k)=(q_k,X_k)\). The author provides ``a probabilistic bound for the difference of the star discrepancies of the first \(N\) points of \(m\) and \(q\), which holds without any restrictions on \(N\).'' This is an improvement of the main result in \textit{G.~Ökten}, \textit{B.~Tuffin}, and \textit{V.~Burago} [J. Complexity 22, No.~4, 435--458 (2006; Zbl 1147.65300)].
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    Monte Carlo method
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    quasi Monte-Carlo method
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    padding
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    mixed sequences
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    hybrid methods
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    probabilistic bounds
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    star discrepancy
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    low-discrepancy sequences
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