Remarks on randomization of quasi-random numbers

DOI10.1515/MCMA-2018-0012MaRDI QIDQ1637519zbMATH OpenOpenAlexFDO

Authors Svetlana N. Leora, Sergeĭ Mikhaĭlovich Ermakov

Publication date 8 June 2018

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

Full work available at URL https://doi.org/10.1515/mcma-2018-0012

zbMATH Keywords

Halton sequenceshigh-dimensional integrationquasi-Monte Carlo methodsrandom cubature formulas

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05)

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(5)

• On randomization of Halton quasi-random sequences
• Some remarks on a new composite random number generator
• Randomization and eventual reordering: a number theoretic approach
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• Decrease of the mean of the quasi-random integration error

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