Quasi-random points keep their distance

DOI10.1016/J.MATCOM.2006.09.004MaRDI QIDQ2372449zbMATH OpenOpenAlexFDO

Authors B. V. Shukhman, Il'ya Sobol'

Publication date 27 July 2007

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2006.09.004

zbMATH Keywords

minimum distancequasi-Monte Carlo methodrectangular latticeSobol sequencesquasi-random pointsFaure sequencesHalton sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Well-distributed sequences and other variations (11K36) Pseudo-random numbers; Monte Carlo methods (11K45) Special sequences (11K31)

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Cites work

• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 2206824 (Why is no real title available?)
• Discrépance de suites associées à un système de numération (en dimension s)
• 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
• Sequences, discrepancies and applications

Cited in

(2)

• The Sobol' sequence is not quasi-uniform in dimension 2
• Fully adaptive kernel-based methods

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