Article
Discrepancy Bounds for Hybrid Sequences Involving Digital Explicit Inversive Pseudorandom Numbers
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Abstract
We consider hybrid sequences, that is, sequences in a multidi- mensional unit cube that are composed from low-discrepancy sequences and se- quences of pseudorandom numbers. We establish the first nontrivial determinis- tic discrepancy bounds for three kinds of hybrid sequences that are obtained by “mixing” low-discrepancy sequences and digital explicit inversive sequences. Such hybrid sequences are of interest for high-dimensional numerical integration since they combine the advantages of Monte Carlo methods and quasi-Monte Carlo methods.
Keywords
Discrepancy, hybrid sequence, Halton sequence, Kronecker sequence, inversive.
Citation
Niederreiter, H. & Winterhof, A. (2011). Discrepancy bounds for hybrid sequences involving digital explicit inversive pseudorandom numbers. Uniform Distribution Theory, 6(1), 33–56.
H. Niederreiter and A. Winterhof, “Discrepancy bounds for hybrid sequences involving digital explicit inversive pseudorandom numbers,” Uniform Distribution Theory, vol. 6, no. 1, pp. 33–56, 2011.
Niederreiter H, Winterhof A. Discrepancy bounds for hybrid sequences involving digital explicit inversive pseudorandom numbers. Uniform Distribution Theory. 2011;6(1):33–56.
Niederreiter, H. and Winterhof, A. (2011), ‘Discrepancy bounds for hybrid sequences involving digital explicit inversive pseudorandom numbers’, Uniform Distribution Theory, 6(1), pp. 33–56.
Niederreiter, Harald, and Arne Winterhof. “Discrepancy Bounds for Hybrid Sequences Involving Digital Explicit Inversive Pseudorandom Numbers.” Uniform Distribution Theory, vol. 6, no. 1, 2011, pp. 33–56.
Niederreiter, Harald, and Arne Winterhof. “Discrepancy Bounds for Hybrid Sequences Involving Digital Explicit Inversive Pseudorandom Numbers.” Uniform Distribution Theory 6, no. 1 (2011): 33–56.
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Published by: Engineering Journals
