The Halton sequence and its discrepancy in the Cantor expansion (Q682115)
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English | The Halton sequence and its discrepancy in the Cantor expansion |
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The Halton sequence and its discrepancy in the Cantor expansion (English)
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13 February 2018
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For \(s\) bounded sequences \(\underline b_i=(b_{i,j})_{j\in\mathbb N}\) of naturals \(b_{i,j}>1\) with \(b_{i,j},b_{k,l}\) coprime for \(i\neq k\) the generalized Halton sequence \((\omega(n))_{n\in\mathbb N}=((\omega_1,\ldots,\omega_n))_{n\in\mathbb N}\) in \([0,1]^s\) is defined by \(\omega_i(n)=\sum_{l=1}^{L_i(n)}\frac{n_{i,l}}{b_{i,1}\cdot b_{i,l}}\) where \(n_{i,l}\) is the \(l-\)th coefficient of the \(\underline b_i\)-adic expansion of \(n\): \(n=n_{i,1}+n_{i,2}b_{i,1}+n_{i,3}b_{i,1}b_{i,2}+\ldots n_{i,L_i}b_{i,1}\cdots b_{i,L_i-1}\), with \(n_{i,l}\in\{0,1,\ldots,b_{i,l}-1\}\). For \(s=1\) this is the generalized van der Corput sequence to base \(\underline b\), for constant sequences \((b_{i,j})_{j\in\mathbb N}=(b_{i})_{j\in\mathbb N}\) this gives the classical Halton sequence, which is known to be a low-discrepancy sequence, i.e. \(ND^*_N(\omega)=O(\log(N)^s)\), \(D^*_N(\omega)\) denotes the *-discrepancay of the Halton sequence. The main result states that generalized Halton sequences as defined above are also low-discrepancy sequences. The proof is based on techniques developed by \textit{E. Atanassov} [Math. Balk., New Ser. 18, No. 1--2, 15--32 (2008; Zbl 1088.11058)]. A further result states that for \(s=1\) the general Halton sequence \((\omega(n))_{n\in\mathbb N}\) to base \(\underline b=(b_j)_{j\in\mathbb N}\) is always a low-discrepancy sequence even if \((b_j)_{j\in\mathbb N}\) is unbounded. This result however is based on the faulty assumption that partitioning the first \(N\) naturals similar to the binary case yields arithmetic progressions as in the binary case. However it was shown by \textit{H. Chaix and H. Faure} [Acta Arith. 63, No. 2, 103--141 (1993; Zbl 0772.11022)] (Théorème 4.7 for \(p=\infty\)) that in the one-dimensional case \(s=1\) the sequence \((\omega(n))_{n\in\mathbb N}\) to base \(\underline b\) is a low-discrepancy sequence if and only if \(\sum_{i=1}^nb_i=O(n)\).
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Halton sequence
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Hammersley point set
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low discrepancy sequence
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pseudo random numbers
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generalized van der Corput sequence
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Atanassov's method
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