Calculation of the quality parameter of digital nets and application to their construction

DOI10.1006/jcom.2001.0597zbMath0995.65004OpenAlexW2058890866MaRDI QIDQ1347861

Wolfgang Ch. Schmid, Gottlieb Isabel Pirsic

Publication date: 23 October 2002

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcom.2001.0597

zbMATH Keywords

finite fieldsquasi-Monte Carlo methodslow discrepancydigital \((t,m,s)\)-nets

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items

The quality parameter for digital \((t,m,s)\)-nets ⋮ Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM ⋮ Construction algorithms for polynomial lattice rules for multivariate integration ⋮ A search for extensible low-WAFOM point sets ⋮ Comparison of Sobol' sequences in financial applications ⋮ Some current issues in quasi-Monte Carlo methods ⋮ A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo ⋮ An algorithm to compute the \(t\)-value of a digital net and of its projections ⋮ Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences

Cites Work

• Point sets and sequences with small discrepancy
• Base change problems for generalized Walsh series and multivariate numerical integration
• Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
• Low-discrepancy point sets obtained by digital constructions over finite fields
• Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
• Projections of digital nets and sequences
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