Low-discrepancy and low-dispersion sequences

DOI10.1016/0022-314X(88)90025-XzbMATH Open0651.10034MaRDI QIDQ1106264FDOQ1106264

Authors: Harald Niederreiter

Publication date: 1988

Published in: Journal of Number Theory (Search for Journal in Brave)

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zbMATH Keywords

irregularity of distribution low-discrepancy sequence (t,s)-sequences low-dispersion sequences

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) General theory of distribution modulo (1) (11K06)

Cites Work

Cited In (only showing first 100 items - show all)

Sequential Monto Carlo techniques for the solution of linear systems
Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
Multidimensional quasi-Monte Carlo methods
Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
Quasi-Monte Carlo integration using digital nets with antithetics
A construction of digital \((0,s)\)-sequences involving finite-row generator matrices
A new class of equal-weight integration rules on the hypercube
Error in Monte Carlo, quasi-error in quasi-Monte Carlo
Quasi-Monte Carlo methods for numerical integration of multivariate Haar series
From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules
Irregularities of point distributions relative to homothetic convex bodies. I
Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
Quasi-Monte Carlo simulation of diffusion
Orthogonal arrays and other combinatorial aspects in the theory of uniform point distributions in unit cubes
Fast generation of low-discrepancy sequences
Statistical measures of two dimensional point set uniformity
Random and quasirandom sequences: Numerical estimates of uniformity of distribution
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Monte Carlo methods for security pricing
Discrepancy behaviour in the non-asymptotic regime
Point sets and sequences with small discrepancy
Dynamically defined sequences with small discrepancy
An explicit construction of optimal order quasi-Monte Carlo rules for smooth integrands
Title not available (Why is that?)
On existence and discrepancy of certain digital Niederreiter--Halton sequences
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Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
On the Numerical Integration of Walsh Series by Number-Theoretic Methods
Particle approximation of convection-diffusion equations
On the convergence of quasi-random sampling/importance resampling
On the exact \(t\)-value of Niederreiter and Sobol' sequences
Error trends in quasi-Monte Carlo integration
Representation of Functions as Walsh Series to Different Bases and an Application to the Numerical Integration of High-Dimensional Walsh Series
On the lower bound of the discrepancy of \((t,s)\)-sequences. II
\(d\)-dimensional hypercubes and the Euler and MacNeish conjectures
Monte Carlo integration with quasi-random numbers: Some experience
On improving the least squares Monte Carlo option valuation method
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Discrepancy bounds for infinite-dimensional order two digital sequences over \(\mathbb F_2\)
Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind
On a class of uniformly distributed sequences of point sets
A new measure of irregularity of distribution
On the classification of \(LS\)-sequences
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Strong tractability of integration using scrambled Niederreiter points
A particle method for some parabolic equations
Recent trends in random number and random vector generation
Transforming low-discrepancy sequences from a cube to a simplex
A survey of some applications of finite fields
Improvements on Low Discrepancy One-Dimensional Sequences and Two-Dimensional Point Sets
Discrepancy theory and quasi-Monte Carlo integration
A Sequence Well Dispersed in the Unit Square
Variations on \((0,s)\)-sequences
Low-discrepancy point sets
On effective computation of expectations in large or infinite dimension
Using permutations to reduce discrepancy
Generalized Hofer-Niederreiter sequences and their discrepancy from an \((\boldsymbol{U}, \boldsymbol{e}, s)\)-point of view
On Atanassov's methods for discrepancy bounds of low-discrepancy sequences
Factorization of polynomials and some linear-algebra problems over finite fields
Variance reduction in sample approximations of stochastic programs
Infinite-dimensional integration on weighted Hilbert spaces
Alternative sampling methods for estimating multivariate normal probabilities
My dream quadrature rule
Golden ratio versus pi as random sequence sources for Monte Carlo integration
Halton-type sequences from global function fields
Discrepancy bounds for deterministic acceptance-rejection samplers
Pricing Options Using Lattice Rules
Über die isotrope Diskrepanz von Folgen. (On the isotropic discrepancy of sequences)
The discrepancy and gain coefficients of scrambled digital nets.
The dynamical point of view of low-discrepancy sequences
Low-discrepancy point sets obtained by digital constructions over finite fields
A standardized distance-based index to assess the quality of space-filling designs
Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
Adelic constructions of low discrepancy sequences
Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\)
On scrambled Halton sequences
Quasi-Monte-Carlo methods and the dispersion of point sequences
Comparison of descriptive statistics for multidimensional point sets
Estimation of DSGE models with the effective lower bound
A novel hybrid adaptive scheme for kriging-based reliability estimation -- a comparative study
The Sobol' sequence is not quasi-uniform in dimension 2
Monte Carlo method for numerical integration based on Sobol's sequences
Implementation of irreducible Sobol' sequences in prime power bases
Tikhonov regularization as a nonparametric method for uncertainty quantification in aggregate data problems
Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration
Recent constructions of low-discrepancy sequences
Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests
Digital net properties of a polynomial analogue of Frolov's construction
Generation of non-uniform low-discrepancy sequences in the multidimensional case
Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
An evaluation of adaptive numerical integration algorithms on parallel systems
Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique
Searching for targets of nonuniform size using mixing transformations: constructive upper bounds and limit laws
Irreducible Sobol' sequences in prime power bases
Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series
Weighted integration over a hyperrectangle based on digital nets and sequences
Nearly uniform design construction on flexible region
Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets
Low discrepancy sequences failing Poissonian pair correlations

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