Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences
Author's introduction: This paper continues the author's work initiated in [Acta Arith. 138, No. 4, 373--398 (2009; Zbl 1268.11102)] (cited as [N]) on deterministic discrepancy bounds for hybrid sequences. The motivation for this work, which is delineated in detail [N], stems from applications of the theory of uniform distribution modulo 1 to Monte Carlo methods and quasi-Monte Carlo methods for multidimensional numerical integration. We mention here only the essential idea, first proposed by \textit{J. Spanier} [Lect. Notes Stat. 106, 121--148 (1995; Zbl 0831.65142)], of combining the advantages of Monte Carlo methods and quasi-Monte Carlo methods by using hybrid sequences. By a hybrid sequence we mean a sequence of points in a (usually high-dimensional) unit cube that is obtained by ``mixing a low-discrepancy sequence and a sequence of pseudorandom numbers (or vectors), in the sense that certain coordinates of the points stem from the low-discrepancy sequence and the remaining coordinates stem from the sequence of pseudorandom numbers (or vectors). A crucial issue in this context is that of obtaining discrepancy bounds for hybrid sequences. Prior to [N], only probabilistic results on the discrepancy of hybrid sequences were available. A refinement of the result in [\textit{G. Ökten, B. Tuffin} and \textit{V. Burago}, J. Complexity 22, No. 4, 435--458 (2006; Zbl 1147.65300)] was recently shown in [\textit{M. Gnewuch}, J. Complexity 25, No. 4, 312--317 (2009; Zbl 1176.65004)]. Nontrivial deterministic discrepancy bounds for five kinds of hybrid sequences were proved in [N]. In the present paper, we establish further deterministic discrepancy bounds for various hybrid sequences of practical interest. The sequences that we ``mix together are familiar in the area and their definitions are recalled in Sect. 2. A new version of the classical Erdős-Turán-Koksma inequality which is very convenient for certain types of hybrid sequences is shown in Sect. 3. The following five sections present discrepancy bounds for five more kinds of hybrid sequences.
- Discrepancy bounds for hybrid sequences involving digital explicit inversive pseudorandom numbers
- On the discrepancy of some hybrid sequences
- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
- A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications
- A general discrepancy bound for hybrid sequences involving Halton sequences
- On an important family of inequalities of Nierreiter involving exponential sums
- Discrepancy bounds for hybrid sequences involving matrix-method pseudorandom vectors
- Probabilistic error bounds for the discrepancy of mixed sequences
- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
- A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications
- Berry-Esseen bounds and a theorem of Erdős and Turan on uniform distribution mod 1
- Erdős-Turán constants
- General discrepancy estimates. III: The Erdös-Turán-Koksma inequality for the Haar function system
- General discrepancy estimates: the Walsh function system
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- Marsaglia's lattice test and non-linear congruential pseudo-random number generators
- On a new class of pseudorandom numbers for simulation methods
- On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence
- On Some Diophantine Inequalities Involving the Exponential Function
- On the correlation of pseudorandom numbers generated by inversive methods
- On the discrepancy of some hybrid sequences
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- On the pseudo-random properties of n^c.
- Sequences, discrepancies and applications
- Simultaneous approximation to algebraic numbers by rationals
- Some extremal functions in Fourier analysis
- Statistical Independence of a New Class of Inversive Congruential Pseudorandom Numbers
- Statistical independence of nonlinear congruential pseudorandom numbers
- The Performance of k-Step Pseudorandom Number Generators under the Uniformity Test
- Trigonometric Approximation and Uniform Distribution Modulo One
- Probabilistic Diophantine approximation and the distribution of Halton-Kronecker sequences
- On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence
- A hybrid inequality of Erdős-Turán-Koksma for digital sequences
- Discrepancy bounds for hybrid sequences involving digital explicit inversive pseudorandom numbers
- Probabilistic error bounds for the discrepancy of mixed sequences
- Improved discrepancy bounds for hybrid sequences involving Halton sequences
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- A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications
- On hybrid sequences built from Niederreiter-Halton sequences and Kronecker sequences
- On the discrepancy of some hybrid sequences
- Metrical results on the discrepancy of Halton-Kronecker sequences
- On the discrepancy of Halton-Kronecker sequences
- On the existence of low-diaphony sequences made of digital sequences and lattice point sets
- On Hybrid Point Sets Stemming from Halton-Type Hammersley Point Sets and Polynomial Lattice Point Sets
- On G-discrepancy and mixed Monte Carlo and quasi-Monte Carlo sequences
- Entropy, Randomization, Derandomization, and Discrepancy
- A general discrepancy bound for hybrid sequences involving Halton sequences
- Bounds for discrepancy of the Koblitz curves sequence
- On an example of finite hybrid quasi-Monte Carlo point sets
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