Remarks on randomization of quasi-random numbers

DOI10.1515/mcma-2018-0012zbMath1436.11096OpenAlexW2804377813MaRDI QIDQ1637519

Svetlana N. Leora, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 8 June 2018

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2018-0012

zbMATH Keywords

quasi-Monte Carlo methodsHalton sequenceshigh-dimensional integrationrandom cubature formulas

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (1)

Decrease of the mean of the quasi-random integration error

Cites Work

• Unnamed Item
• Unnamed Item
• Discrepancy behaviour in the non-asymptotic regime
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals

This page was built for publication: Remarks on randomization of quasi-random numbers