The Mean Square Discrepancy of Scrambled (t,s)-Sequences

DOI10.1137/S0036142999358019zbMath1049.65005MaRDI QIDQ4509722

Rong-Xian Yue, Fred J. Hickernell

Publication date: 19 October 2000

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

reproducing kernel Hilbert spacesquadraturemultidimensional integration\((tms)\)-nets

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38)

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The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets ⋮ \(I\)-binomial scrambling of digital nets and sequences ⋮ The price of pessimism for multidimensional quadrature ⋮ Integration and approximation based on scramble sampling in arbitrary dimensions ⋮ Discrepancy bounds for infinite-dimensional order two digital sequences over \(\mathbb F_2\) ⋮ Strong tractability of integration using scrambled Niederreiter points ⋮ On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions ⋮ Randomized quasi-random sampling/importance resampling ⋮ Optimal \(L_{p}\)-discrepancy bounds for second order digital sequences ⋮ On integration methods based on scrambled nets of arbitrary size ⋮ My dream quadrature rule ⋮ A Tool for Custom Construction of QMC and RQMC Point Sets ⋮ Discrepancy of Digital Sequences: New Results on a Classical QMC Topic ⋮ A construction of polynomial lattice rules with small gain coefficients ⋮ On the asymptotic distribution of scrambled net quadrature. ⋮ Lower bounds of various criteria in experimental designs ⋮ Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces ⋮ The relationship between discrepancies defined on a domain and on its subset ⋮ A comparison of random and quasirandom points for nonparametric response surface design ⋮ Control variates for quasi-Monte Carlo (with comments and rejoinder) ⋮ Optimal quadrature for Haar wavelet spaces ⋮ A Strong Law of Large Numbers for Scrambled Net Integration ⋮ Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences ⋮ The discrepancy and gain coefficients of scrambled digital nets. ⋮ Exact order of extreme \(L_p\) discrepancy of infinite sequences in arbitrary dimension

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