Irreducible Sobol' sequences in prime power bases

DOI10.4064/AA8226-1-2016zbMATH Open1347.11059OpenAlexW2587036098MaRDI QIDQ2804252FDOQ2804252

Authors Henri Faure, Christiane Lemieux 

Publication date 28 April 2016

Published in Acta Arithmetica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/aa8226-1-2016

zbMATH Keywords

Sobol' sequenceslow-discrepancy sequencesNiederreiter sequencesgeneralized Niederreiter sequences

Mathematics Subject Classification ID

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

Recommendations

• New perspectives on \((0,s)\)-sequences
• Variations on \((0,s)\)-sequences
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• scientific article; zbMATH DE number 5014498

Cites work

• scientific article; zbMATH DE number 953226 (Why is no real title available?)
• scientific article; zbMATH DE number 781100 (Why is no real title available?)
• A construction of \((t,s)\)-sequences with finite-row generating matrices using global function fields
• A construction of low-discrepancy sequences involving finite-row digital \((t,s)\)-sequences
• A variant of Atanassov's method for \((t, s)\)-sequences and \((t, \mathbf{e}, s)\)-sequences
• Algorithm 659
• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Implementation and tests of low-discrepancy sequences
• Improved upper bounds on the star discrepancy of \((t,m,s)\)-nets and \((t,s)\)-sequences
• Low-discrepancy and low-dispersion sequences
• Low-discrepancy sequences and global function fields with many rational places
• New perspectives on \((0,s)\)-sequences
• New star discrepancy bounds for \((t,m,s)\)-nets and \((t,s)\)-sequences
• On the discrepancy of generalized Niederreiter sequences
• On the exact \(t\)-value of Niederreiter and Sobol' sequences
• Point sets and sequences with small discrepancy
• Polynomial arithmetic analogue of Halton sequences
• Remark on algorithm 659
• Revisiting Gauss's analogue of the prime number theorem for polynomials over a finite field

Cited in

(5)

• New perspectives on \((0,s)\)-sequences
• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Comparison of Sobol' sequences in financial applications
• A Universal Median Quasi-Monte Carlo Integration
• Implementation of irreducible Sobol' sequences in prime power bases

Describes a project that uses

Uses Software

• Matlab
• randtoolbox
• TOMS659
• sobol.cc

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