On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence (Q2272146)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence |
scientific article |
Statements
On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence (English)
0 references
6 August 2009
0 references
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)].
0 references
Monte Carlo method
0 references
quasi Monte-Carlo method
0 references
padding
0 references
mixed sequences
0 references
hybrid methods
0 references
probabilistic bounds
0 references
star discrepancy
0 references
low-discrepancy sequences
0 references