On the Scrambled Halton Sequence

DOI10.1515/MCMA.2004.10.3-4.435MaRDI QIDQ4655068zbMATH OpenOpenAlexFDO

Authors Michael Mascagni, Hongmei Chi

Publication date 10 March 2005

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma.2004.10.3-4.435

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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(16)

• BAS: balanced acceptance sampling of natural resources
• On randomization of Halton quasi-random sequences
• Multilevel Monte Carlo by using the Halton sequence
• Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences
• On the optimal Halton sequence
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• Recycling primes in Halton sequences: an optimization perspective
• A Finite-Row Scrambling of Niederreiter Sequences
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• Generalized Halton sequences in 2008: a comparative study
• The scrambles of Halton sequence and their weaknesses
• Optimal Halton Sequence via Inversive Scrambling
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