On randomization of Halton quasi-random sequences

DOI10.3103/S1063454117040070MaRDI QIDQ1742112zbMATH OpenOpenAlexFDO

Authors Sergeĭ Mikhaĭlovich Ermakov

Publication date 11 April 2018

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1063454117040070

zbMATH Keywords

Monte Carlo methodsquasi-random sequencesHalton sequencesrandom quadrature formulas

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32) Pseudo-random numbers; Monte Carlo methods (11K45)

Recommendations

• Remarks on randomization of quasi-random numbers
• Randomized Halton sequences
• Random and deterministic digit permutations of the Halton sequence
• scientific article; zbMATH DE number 1969617
• On the Scrambled Halton Sequence

Cites work

• scientific article; zbMATH DE number 3906565 (Why is no real title available?)
• A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
• Quasi-Monte Carlo methods and pseudo-random numbers

Cited in

(7)

• On Oscillation-Free Chaitin h-Random Sequences
• Randomized Halton sequences
• Remarks on randomization of quasi-random numbers
• Component-by-component construction of shifted Halton sequences
• scientific article; zbMATH DE number 1969617 (Why is no real title available?)
• Quasi-Random Sequences and Their Discrepancies
• Error Estimates Arising from Certain Pseudorandom Sequences in a Quasi- Random Search Method

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