A direct inversion method for non-uniform quasi-random point sequences

DOI10.1515/MCMA-2012-0014MaRDI QIDQ4915853zbMATH OpenOpenAlexFDO

Authors Colas Schretter, Harald Niederreiter

Publication date 12 April 2013

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

Full work available at URL https://doi.org/10.1515/mcma-2012-0014

zbMATH Keywords

golden ratio sequenceinversion methodnon-uniform distributionquasi-random pointsvan der Corput sequence

Mathematics Subject Classification ID

Special sequences (11K31) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cited in

(9)

• Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
• Physics-informed distribution transformers via molecular dynamics and deep neural networks
• Recent constructions of low-discrepancy sequences
• Asymptotic normality of extensible grid sampling
• Van der Corput and Golden ratio sequences along the Hilbert space-filling curve
• Generation of non-uniform low-discrepancy sequences in quasi-Monte Carlo integration
• Group-theoretic generation of non-uniform pseudo-random sequences for simulation
• Formal group laws and non-uniform quasi-random sequences
• Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality

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