A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization (Q1609128)

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A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization
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    A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization (English)
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    15 August 2002
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    This paper proposes some new measures of irregularity of distribution to be used in quasi-Monte Carlo methods for choosing point sets for given probability distribution on general domains. Methods of generating point sets with one of the measure are described.
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    global optimization
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    dispersion
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    discrepancy
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    measures of irregularity of distribution
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    quasi-Monte Carlo methods
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