On Hybrid Point Sets Stemming from Halton-Type Hammersley Point Sets and Polynomial Lattice Point Sets

DOI10.1007/978-3-030-43465-6_12MaRDI QIDQ5117932zbMATH OpenOpenAlexFDO

Authors Roswitha Hofer

Publication date 26 August 2020

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.00706

zbMATH Keywords

discrepancy Halton-type sequences hybrid point sets polynomial lattice point sets

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites work

A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
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A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications
Component-by-Component Construction of Hybrid Point Sets Based on Hammersley and Lattice Point Sets
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DISTRIBUTION PROPERTIES OF GENERALIZED VAN DER CORPUT–HALTON SEQUENCES AND THEIR SUBSEQUENCES
Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences
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Hybrid Monte Carlo methods in credit risk management
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Zur angenäherten Berechnung mehrfacher Integrale

Cited in

(2)

Component-by-Component Construction of Hybrid Point Sets Based on Hammersley and Lattice Point Sets
On hybrid point sets stemming from Halton-type Hammersley point sets and polynomial lattice point sets

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