Using permutations to reduce discrepancy

DOI10.1016/0377-0427(90)90340-6MaRDI QIDQ921848zbMATH OpenOpenAlexWikidataFDO

Authors Henri Faure

Publication date 1990

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(90)90340-6

zbMATH Keywords

asymptotic resultsirregularities of distributionmeasure of discrepancyMonte Carlo methodsrandom number generationreductionrepartition of numbersvan der Corput sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Review text

Let us take an infinite sequence in [0,1]. The author considers some measure of discrepancies between the repartition of numbers in this sequence and an ``ideal repartition. The goal is to minimize those discrepancies. Regarding some of the considered discrepancy measures, the so called ``generalized, symmetrized van der Corput sequences give the best currently known results in one dimension. Exact formulae for discrepancies for some van der Corput sequences are given. Some asymptotic results are also presented.

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Cites work

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• Discrépances de suites associées à un système de numération (en dimension un)
• scientific article; zbMATH DE number 4134159 (Why is no real title available?)
• scientific article; zbMATH DE number 4006360 (Why is no real title available?)
• scientific article; zbMATH DE number 4067037 (Why is no real title available?)
• scientific article; zbMATH DE number 3997927 (Why is no real title available?)
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Cited in

(9)

• Good permutations for extreme discrepancy
• Variations on \((0,s)\)-sequences
• Permutations with low discrepancy consecutive \(k\)-sums
• Quasirandom arithmetic permutations
• A good permutation for one-dimensional diaphony
• Recent progress in improvement of extreme discrepancy and star discrepancy of one-dimen\-sional sequences
• A mixed integer linear programming formulation for low discrepancy consecutive k-sums permutation
• On the intriguing search for good permutations
• Using Rademacher permutations to reduce randomness

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