Mean-square discrepancies of the Hammersley and Zaremba sequences for arbitrary radix

DOI10.1007/BF01319918zbMath0322.65002OpenAlexW2034396161MaRDI QIDQ1223921

Brian E. White

Publication date: 1975

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/177723

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38)

Related Items (9)

\(L_p\) discrepancy of generalized two-dimensional Hammersley point sets ⋮ From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules ⋮ \(L_2\) discrepancy of generalized Zaremba point sets ⋮ The dispersion of the Hammersley sequence in the unit square ⋮ On the \(L_p\) discrepancy of two-dimensional folded Hammersley point sets ⋮ On computing the exact value of dispersion of a sequence ⋮ On the \(L_2\)-discrepancy of the Sobol-Hammersley net in dimension 3 ⋮ Quasi-Monte Carlo methods and pseudo-random numbers ⋮ A method for exact calculation of the stardiscrepancy of plane sets applied to the sequences of Hammersley

Cites Work

• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• The extreme and \(L^2\) discrepancies of some plane sets
• Good lattice points in the sense of Hlawka and Monte Carlo integration
• A Retrospective and Prospective Survey of the Monte Carlo Method
• On irregularities of distribution

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