메뉴 건너뛰기




Volumn 19, Issue 6, 2003, Pages 744-757

I-binomial scrambling of digital nets and sequences

Author keywords

Digital nets and sequences; Low discrepancy sequences; Randomized quasi Monte Carlo methods

Indexed keywords


EID: 0348233983     PISSN: 0885064X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0885-064X(03)00035-9     Document Type: Article
Times cited : (35)

References (22)
  • 1
    • 0001013260 scopus 로고
    • Discrépance de suites associées à un système de numération en dimension s
    • H. Faure, Discrépance de suites associées à un système de numération en dimension s, Acta Arith. XLI (1982) 337-351.
    • (1982) Acta Arith. , vol.41 , pp. 337-351
    • Faure, H.1
  • 2
    • 25944452037 scopus 로고    scopus 로고
    • Discrepancy lower bounds for special quasi-random sequences
    • H. Niederreiter, P. Hellekalek, G. Larcher, P. Zinterhof (Eds.), Monte Carlo and Quasi-Monte Carlo Methods 1996, Springer, Berlin
    • H. Faure, Discrepancy lower bounds for special quasi-random sequences, in: H. Niederreiter, P. Hellekalek, G. Larcher, P. Zinterhof (Eds.), Monte Carlo and Quasi-Monte Carlo Methods 1996, Springer, Berlin, 1998, pp. 232-237.
    • (1998) , pp. 232-237
    • Faure, H.1
  • 3
    • 0035704436 scopus 로고    scopus 로고
    • Variations on (0, s)-sequences
    • H. Faure, Variations on (0, s)-sequences, J. Complexity 17 (2001) 741-753.
    • (2001) J. Complexity , vol.17 , pp. 741-753
    • Faure, H.1
  • 4
    • 0008854038 scopus 로고    scopus 로고
    • Another random scrambling of digital (t, s)-sequences
    • K.T. Fang, F.J. Hickernell, H. Niederreiter (Eds.), Monte Carlo and Quasi-Monte Carlo Methods 2000, Springer, Berlin
    • H. Faure, S. Tezuka, Another random scrambling of digital (t, s)-sequences, in: K.T. Fang, F.J. Hickernell, H. Niederreiter (Eds.), Monte Carlo and Quasi-Monte Carlo Methods 2000, Springer, Berlin, 2002, pp. 242-256.
    • (2002) , pp. 242-256
    • Faure, H.1    Tezuka, S.2
  • 6
    • 0030259017 scopus 로고    scopus 로고
    • The mean square discrepancy of randomized nets
    • F.J. Hickernell, The mean square discrepancy of randomized nets, ACM Trans. Model. Comput. Simul. 6 (1996) 274-296.
    • (1996) ACM Trans. Model. Comput. Simul. , vol.6 , pp. 274-296
    • Hickernell, F.J.1
  • 7
    • 0035700367 scopus 로고    scopus 로고
    • The price of pessimism for multidimensional quadrature
    • F.J. Hickernell, H. Woźniakowski, The price of pessimism for multidimensional quadrature, J. Complexity 17 (2001) 625-659.
    • (2001) J. Complexity , vol.17 , pp. 625-659
    • Hickernell, F.J.1    Woźniakowski, H.2
  • 8
    • 0034432296 scopus 로고    scopus 로고
    • The mean square discrepancy of scrambled (t, s)-sequences
    • F.J. Hickernell, R.X. Yue, The mean square discrepancy of scrambled (t, s)-sequences, SIAM J. Numer. Anal. 38 (2001) 1089-1112.
    • (2001) SIAM J. Numer. Anal. , vol.38 , pp. 1089-1112
    • Hickernell, F.J.1    Yue, R.X.2
  • 9
    • 0000382131 scopus 로고    scopus 로고
    • 2-discrepancy for anchored boxes
    • 2-discrepancy for anchored boxes, J. Complexity 14 (1998) 527-556.
    • (1998) J. Complexity , vol.14 , pp. 527-556
    • Matoušek, J.1
  • 11
    • 0003834629 scopus 로고
    • Random Number Generation and Quasi-Monte Carlo Methods
    • CBMS-NSF Regional Conference Series in Applied Mathematics, No. 63, SIAM, Philadelphia
    • H. Niederreiter, Random Number Generation and Quasi-Monte Carlo Methods, CBMS-NSF Regional Conference Series in Applied Mathematics, No. 63, SIAM, Philadelphia, 1992.
    • (1992)
    • Niederreiter, H.1
  • 12
    • 0013036522 scopus 로고    scopus 로고
    • Monte Carlo variance of scrambled net quadrature
    • A.B. Owen, Monte Carlo variance of scrambled net quadrature, SIAM J. Numer. Anal. 34 (1997) 1884-1910.
    • (1997) SIAM J. Numer. Anal. , vol.34 , pp. 1884-1910
    • Owen, A.B.1
  • 13
    • 0031509503 scopus 로고    scopus 로고
    • Scrambled net variance for integrals of smooth functions
    • A.B. Owen, Scrambled net variance for integrals of smooth functions. Ann. Statist. 25 (4) (1997) 1541-1562.
    • (1997) Ann. Statist. , vol.25 , Issue.4 , pp. 1541-1562
    • Owen, A.B.1
  • 14
    • 0008846507 scopus 로고    scopus 로고
    • Monte Carlo, quasi-Monte Carlo, and randomized quasi-Monte Carlo
    • H. Niederreiter, J. Spanier (Eds.), Monte Carlo and Quasi-Monte Carlo Methods 1998, Springer, Berlin
    • A.B. Owen, Monte Carlo, quasi-Monte Carlo, and randomized quasi-Monte Carlo, in: H. Niederreiter, J. Spanier (Eds.), Monte Carlo and Quasi-Monte Carlo Methods 1998, Springer, Berlin, 2000, pp. 86-97.
    • (2000) , pp. 86-97
    • Owen, A.B.1
  • 15
    • 0011285194 scopus 로고    scopus 로고
    • On the step-by-step construction of quasi-Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
    • to appear
    • I.H. Sloan, F. Kuo, S. Joe, On the step-by-step construction of quasi-Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces, Math. Comp., to appear.
    • Math. Comp.
    • Sloan, I.H.1    Kuo, F.2    Joe, S.3
  • 16
    • 0002522806 scopus 로고    scopus 로고
    • When are quasi-Monte Carlo algoritheorems efficient for high dimensional integrals?
    • I.H. Sloan, H. Woźniakowski, When are quasi-Monte Carlo algoritheorems efficient for high dimensional integrals?, J. Complexity 14 (1998) 1-33.
    • (1998) J. Complexity , vol.14 , pp. 1-33
    • Sloan, I.H.1    Woźniakowski, H.2
  • 17
    • 0003599460 scopus 로고
    • A generalization of Faure sequences and its efficient implementation
    • IBM Research Report, RT-0105
    • S. Tezuka, A generalization of Faure sequences and its efficient implementation, IBM Research Report, RT-0105, 1994.
    • (1994)
    • Tezuka, S.1
  • 19
    • 0037538295 scopus 로고    scopus 로고
    • Quasi-Monte Carlo - Discrepancy between theory and practice
    • K.T. Fang, F. Hickernell, H. Niederreiter (Eds.), Monte Carlo and Quasi-Monte Carlo Methods 2000, Springer, Berlin
    • S. Tezuka, Quasi-Monte Carlo - discrepancy between theory and practice, in: K.T. Fang, F. Hickernell, H. Niederreiter (Eds.), Monte Carlo and Quasi-Monte Carlo Methods 2000, Springer, Berlin, 2002, pp. 124-140.
    • (2002) , pp. 124-140
    • Tezuka, S.1
  • 21
    • 84967790439 scopus 로고
    • Average case complexity of multidimensional integration
    • H. Woźniakowski, Average case complexity of multidimensional integration, Bull. Amer. Math. Soc. 24 (1991) 185-194.
    • (1991) Bull. Amer. Math. Soc. , vol.24 , pp. 185-194
    • Woźniakowski, H.1
  • 22
    • 0036222370 scopus 로고    scopus 로고
    • The discrepancy and gain coefficients of scrambled digital nets
    • R.X. Yue, F.J. Hickernell, The discrepancy and gain coefficients of scrambled digital nets, J. Complexity 18 (2002) 135-151.
    • (2002) J. Complexity , vol.18 , pp. 135-151
    • Yue, R.X.1    Hickernell, F.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.