New modified scrambled Faure sequences

DOI10.1080/03610918.2013.790443MaRDI QIDQ5252858zbMATH OpenOpenAlexFDO

Authors Behrouz Fathi Vajargah, Asghar Eskandari Chechaglou

Publication date 3 June 2015

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.790443

zbMATH Keywords

numerical examplestwo-dimensional projectionsrandom number generationquasi-Monte Carlo methodFaure sequencelinear scramblinginversive scrambling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Recommendations

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Cites work

• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
• Computational investigations of scrambled Faure sequences
• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Generalized Halton sequences in 2008: a comparative study
• Implementation and tests of low-discrepancy sequences
• Marsaglia's lattice test and non-linear congruential pseudo-random number generators
• On Marsaglia's lattice test for pseudorandom numbers
• On the \(L_2\)-discrepancy for anchored boxes
• On the optimal Halton sequence
• Optimal Halton Sequence via Inversive Scrambling
• Point sets and sequences with small discrepancy
• Quasi-Monte Carlo methods and pseudo-random numbers
• Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
• The effective dimension and quasi-Monte Carlo integration
• Variations on \((0,s)\)-sequences
• \(I\)-binomial scrambling of digital nets and sequences

Cited in

(5)

• scientific article; zbMATH DE number 5716987 (Why is no real title available?)
• Computational Science – ICCS 2005
• The new scramble for Faure sequence based on irrational numbers
• Computational investigations of scrambled Faure sequences
• A Finite-Row Scrambling of Niederreiter Sequences

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