Generation of non-uniform low-discrepancy sequences in the multidimensional case

MaRDI QIDQ3615595zbMATH OpenFDO

Authors Natalia C. Roşca

Publication date 20 March 2009

zbMATH Keywords

\(G\)-discrepancy\(G\)-distributed sequencescubic Hermite interpolationdiscrepancylinear Lagrange interpolationlow-discrepancy sequencesQuasi-Monte Carlo integrationuniformly distributed sequences

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cited in

(5)

• scientific article; zbMATH DE number 5006055 (Why is no real title available?)
• Generation of non-uniform low-discrepancy sequences in quasi-Monte Carlo integration
• Evolutionary optimization of low-discrepancy sequences
• A direct inversion method for non-uniform quasi-random point sequences
• Non-uniform low-discrepancy sequence generation and integration of singular integrands

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