Scrambled Soboĺ sequences via permutation

DOI10.1515/MCMA.2009.017MaRDI QIDQ3405599zbMATH OpenOpenAlexFDO

Authors Michael Mascagni, Haohai Yu

Publication date 10 February 2010

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma.2009.017

zbMATH Keywords

softwarescramblingdigit permutationquasirandom number generation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Recommendations

• scientific article; zbMATH DE number 1969616
• Algorithm 823
• Computational Science – ICCS 2005
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• Generating parallel quasirandom sequences via randomization

Cites work

• An economic method of computing LPτ-sequences
• On the \(L_2\)-discrepancy for anchored boxes
• On the distribution of points in a cube and the approximate evaluation of integrals
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Quasi-Monte Carlo methods and pseudo-random numbers
• Quasi-Random Sequences and Their Discrepancies

Cited in

(9)

• On Dropping the First Sobol’ Point
• Computational Science – ICCS 2005
• A note on scrambling permutations
• Good permutations for deterministic scrambled Halton sequences in terms of L₂-discrepancy
• Tuning the generation of Sobol sequence with Owen scrambling
• scientific article; zbMATH DE number 1969616 (Why is no real title available?)
• Computational investigations of scrambled Faure sequences
• A Finite-Row Scrambling of Niederreiter Sequences
• scientific article; zbMATH DE number 1790437 (Why is no real title available?)

Describes a project that uses

Uses Software

• SPRNG

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