Scrambled Soboĺ sequences via permutation

DOI10.1515/MCMA.2009.017zbMATH Open1181.65013OpenAlexW2074547998MaRDI QIDQ3405599FDOQ3405599

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

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zbMATH Keywords

softwarescramblingdigit permutationquasirandom number generation

Mathematics Subject Classification ID

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

Cites Work

• Quasi-Random Sequences and Their Discrepancies
• 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
• On the \(L_2\)-discrepancy for anchored boxes
• An economic method of computing LPτ-sequences

Cited In (9)

• Computational Science – ICCS 2005
• A note on scrambling permutations
• Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
• Tuning the generation of Sobol sequence with Owen scrambling
• Title not available (Why is that?)
• Computational investigations of scrambled Faure sequences
• A Finite-Row Scrambling of Niederreiter Sequences
• Title not available (Why is that?)
• On Dropping the First Sobol’ Point

Uses Software

• SPRNG

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