Scrambled Soboĺ sequences via permutation

DOI10.1515/MCMA.2009.017zbMath1181.65013OpenAlexW2074547998MaRDI QIDQ3405599

Michael Mascagni, Haohai Yu

Publication date: 10 February 2010

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2009.017

zbMATH Keywords

softwarescramblingdigit permutationquasirandom number generation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Uses Software

• SPRNG

Cites Work

• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• On the \(L_2\)-discrepancy for anchored boxes
• An economic method of computing LPτ-sequences
• Quasi-Monte Carlo methods and pseudo-random numbers
• Quasi-Random Sequences and Their Discrepancies
• On the distribution of points in a cube and the approximate evaluation of integrals

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