Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration

DOI10.2307/2152949zbMath0792.11025OpenAlexW4238643671MaRDI QIDQ3137463

Gary L. Mullen, Tom Hansen, Harald Niederreiter

Publication date: 31 July 1994

Full work available at URL: https://doi.org/10.2307/2152949

zbMATH Keywords

discrepancyquasi-Monte Carlo integrationrandom number generationnode sets\((t,m,s)\)-nets in base 2

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45) Computational number theory (11Y99)

Related Items (7)

The quality parameter for digital \((t,m,s)\)-nets ⋮ \(d\)-dimensional hypercubes and the Euler and MacNeish conjectures ⋮ On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods ⋮ Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration ⋮ Combinatorial methods in the construction of point sets with uniformity properties ⋮ On the Numerical Integration of Walsh Series by Number-Theoretic Methods ⋮ Representation of Functions as Walsh Series to Different Bases and an Application to the Numerical Integration of High-Dimensional Walsh Series

Cites Work

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• Point sets and sequences with small discrepancy
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• Point sets with uniformity properties and orthogonal hypercubes
• Optimal characteristic polynomials for digital multistep pseudorandom numbers
• Figures of Merit for Digital Multistep Pseudorandom Numbers
• Multidimensional numerical integration using pseudorandom numbers
• Applications of Number Theory to Numerical Analysis
• Low-discrepancy point sets obtained by digital constructions over finite fields
• Quasi-Monte Carlo methods and pseudo-random numbers
• Nets obtained from rational functions over finite fields
• Implementation and tests of low-discrepancy sequences

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