• Title of article

    Good permutations for deterministic scrambled Halton sequences in terms of -discrepancy

  • Author/Authors

    Bart Vandewoestyne، نويسنده , , Bart and Cools، نويسنده , , Ronald، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    21
  • From page
    341
  • To page
    361
  • Abstract
    One of the best known low-discrepancy sequences, used by many practitioners, is the Halton sequence. Unfortunately, there seems to exist quite some correlation between the points from the higher dimensions. A possible solution to this problem is the so-called scrambling. s paper, we give an overview of known scrambling methods, and we propose a new way of scrambling which gives good results compared to the others in terms of L 2 -discrepancy. On top of that, our new scrambling method is very easy to implement.
  • Keywords
    Halton sequence , Numerical Integration , Scrambling , (quasi)-Monte Carlo , Low-discrepancy sequences
  • Journal title
    Journal of Computational and Applied Mathematics
  • Serial Year
    2006
  • Journal title
    Journal of Computational and Applied Mathematics
  • Record number

    1553225