The hybrid spectral test: a unifying concept

DOI10.1515/9783110317930.127zbMATH Open1362.11072arXiv1306.3120OpenAlexW4213266738MaRDI QIDQ3464512FDOQ3464512

Authors: Peter Hellekalek 

Publication date: 27 January 2016

Published in: Uniform Distribution and Quasi-Monte Carlo Methods (Search for Journal in Brave)

Abstract: The starting point of this paper is the interplay between the construction principle of a sequence and the characters of the compact abelian group that underlies the construction. In case of the Halton sequence in base $mathbfb=(b_1,ldots,b_s)$ in the $s$-dimensional unit cube $[0,1{)}^s$, which is an important type of a digital sequence, this kind of duality principle leads to the so-called $mathbfb$-adic function system and provides the basis for the $mathbfb$-adic method, which we present in connection with hybrid sequences. This method employs structural properties of the compact group of $mathbfb$-adic integers as well as $mathbfb$-adic arithmetic to derive tools for the analysis of the uniform distribution of sequences in $[0,1{)}^s$. We first clarify the point which function systems are needed to analyze digital sequences. Then, we present the hybrid spectral test in terms of trigonometric-, Walsh-, and $mathbfb$-adic functions. Various notions of diaphony as well as many figures of merit for rank-1 quadrature rules in Quasi-Monte Carlo integration and for certain linear types of pseudo-random number generators are included in this measure of uniform distribution. Further, discrepancy may be approximated arbitrarily close by suitable versions of the spectral test.

Full work available at URL: https://arxiv.org/abs/1306.3120

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zbMATH Keywords

discrepancyFourier seriesuniform distribution of sequencesWalsh seriespseudorandom number generationspectral testdiaphonyhybrid sequences

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) General theory of distribution modulo (1) (11K06) Pseudo-random numbers; Monte Carlo methods (11K45) Harmonic analysis and almost periodicity in probabilistic number theory (11K70)

Cited In (5)

• On corner avoidance of \(\beta\)-adic Halton sequences
• Title not available (Why is that?)
• Title not available (Why is that?)
• The \(p\)-adic diaphony of the Halton sequence
• An extension of the digital method based on \(b\)-adic integers

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