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

DOI10.1016/J.JCO.2008.11.003MaRDI QIDQ2272147zbMATH OpenOpenAlexFDO

Authors Giray Ökten

Publication date 6 August 2009

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jco.2008.11.003

zbMATH Keywords

Halton sequencerandomized quasi-Monte Carlovon Neumann-Kakutani transformation

Mathematics Subject Classification ID

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

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Cited in

(8)

• High-performance financial simulation using randomized quasi-Monte Carlo methods
• Good permutations for deterministic scrambled Halton sequences in terms of L₂-discrepancy
• From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules
• The acceptance-rejection method for low-discrepancy sequences
• Random and deterministic digit permutations of the Halton sequence
• Dependence properties of scrambled Halton sequences
• Optimal Halton Sequence via Inversive Scrambling
• On the Scrambled Halton Sequence

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