Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) Combinatorial probability (60C05) Measure-preserving transformations (28D05)

Cites Work

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An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration
Randomized Halton sequences
Computational investigations of low-discrepancy sequences
Good permutations for extreme discrepancy
Discrépances de suites associées à un système de numération (en dimension un)
Discrépance et diaphonie en dimension un
Randomized quasi-Monte Carlo methods in pricing securities
On the \(L_2\)-discrepancy for anchored boxes
Regularities in the distribution of special sequences
A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
Quasi-Monte Carlo, low discrepancy sequences, and ergodic transformations
Van der Corput sequences, Kakutani transforms and one-dimensional numerical integration
On the optimal Halton sequence
Replication and Stacking in Ergodic Theory
Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
Fast generation of low-discrepancy sequences
Generalized Halton sequences in 2008
Ergodicity of the Cartesian Product
Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations

Cited In (6)

High-performance financial simulation using randomized quasi-Monte Carlo methods
Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules
The acceptance-rejection method for low-discrepancy sequences
Dependence properties of scrambled Halton sequences
Optimal Halton Sequence via Inversive Scrambling

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