Fast generation of randomized low-discrepancy point sets.

MaRDI QIDQ4549505zbMATH OpenFDO

Authors Ilja Friedel, Alexander Keller

Publication date 8 December 2002

zbMATH Keywords

Owen's \((ts)\)-sequences

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32)

Review text

The authors study the possibility of constructing two-level techniques for speeding up of the generation of \((t,s)\)-sequences. A new algorithm for the construction of Owen's randomly permuted \((t,s)\)-sequences based of these results is developed and analyzed. For the entire collection see [Zbl 0980.00040].

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(8)

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