Improved Halton sequences and discrepancy bounds
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Publication:3068180
DOI10.1515/MCMA.2010.008zbMath1208.65007MaRDI QIDQ3068180
Henri Faure, Christiane Lemieux
Publication date: 13 January 2011
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
91G60: Numerical methods (including Monte Carlo methods)
65C05: Monte Carlo methods
65C10: Random number generation in numerical analysis
11K38: Irregularities of distribution, discrepancy
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Cites Work
- Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
- On the star-discrepancy of generalized Hammersley sequences in two dimensions
- Good permutations for extreme discrepancy
- Improved upper bounds on the star discrepancy of \((t,m,s)\)-nets and \((t,s)\)-sequences
- Quasi-Random Sequences and Their Discrepancies
- Computational investigations of low-discrepancy sequences
- Polynomial arithmetic analogue of Halton sequences
- On the distribution of points in a cube and the approximate evaluation of integrals