Asymptotic properties of the spectral test, diaphony, and related quantities

Mathematics of Computation

Volumn 71, Issue 237, 2002, Pages 297-309

  Leeb, Hannes ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Equidistribution modulo one; Limit distribution; Monte Carlo sequences; Quasi Monte Carlo sequences

Indexed keywords

EID: 0036347625     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0025-5718-01-01356-4     Document Type: Article

References (25)

1. An approximation to the distribution of quadratic forms in normal random variables
2. Fourier analysis of uniform random number generators
3. Randomization of number theoretic methods for multiple integration
4. The distribution of a quadratic form in normal variables
5. Discrépance et diaphonie en dimension un
6. Computing discrepancies related to spaces of smooth periodic functions
7. On the diaphony of two-dimensional finite sequences
8. 2-discrepancy
9. On the assessment of random and quasi-random point sets
10. Dyadic diaphony
11. The weighted spectral test: Diaphony
12. A generalized discrepancy and quadrature error bound
13. Lattice rules: How well do they measure up?
14. Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism
15. Discrepancy-based error estimates for quasi-Monte Carlo. II: Results for one dimension
16. Weak limits for diaphony
17. Testing multivariate uniformity and its applications
18. Random Fourier series with applications to harmonic analysis
19. Randomly permuted (t, m, s)-nets and (t, s)-sequences
20. Monte Carlo variance of scrambled equidistribution quadrature
21. Scrambled net variance for integrals of smooth functions
22. Convergence of Stochastic Processes
23. Gaussian limits for discrepancies. I: Asymptotic results
24. Über einige abschätzungen bei der approximation von funktionen mit gleichverteilungsmethoden
25. Trigonometrische approximation mit gleichverteilungsmethoden