On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence

Journal of Complexity

Volumn 25, Issue 4, 2009, Pages 312-317

  Gnewuch, Michael ^a  

^a UNIVERSITY OF KIEL   (Germany)

Author keywords

Hybrid methods; Low discrepancy sequences; Mixed sequences; Monte Carlo; Padding; Probabilistic bounds; Quasi Monte Carlo; Star discrepancy

Indexed keywords

STARS;

HYBRID METHOD; LOW-DISCREPANCY SEQUENCES; MIXED SEQUENCES; PADDING; PROBABILISTIC BOUNDS; QUASI-MONTE CARLO; STAR-DISCREPANCY;

MONTE CARLO METHODS;

EID: 67649132615     PISSN: 0885064X     EISSN: 10902708     Source Type: Journal    
DOI: 10.1016/j.jco.2009.02.009     Document Type: Article

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