Good permutations for deterministic scrambled Halton sequences in terms of L2-discrepancy

Journal of Computational and Applied Mathematics

Volumn 189, Issue 1-2, 2006, Pages 341-361

  Vandewoestyne, Bart ^a   Cools, Ronald ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

(quasi) Monte Carlo; Halton sequence; Low discrepancy sequences; Numerical integration; Scrambling

Indexed keywords

DIFFERENCE EQUATIONS; MATHEMATICAL TECHNIQUES; NUMERICAL ANALYSIS; PROBLEM SOLVING;

(QUASI)-MONTE CARLO; HALTON SEQUENCE; LOW-DISCREPANCY SEQUENCES; NUMERICAL INTEGRATION; SCRAMBLING;

COMPUTATION THEORY;

EID: 31544459496     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2005.05.022     Document Type: Conference Paper

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