The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets

DOI10.1016/S0378-4754(02)00238-0zbMath1020.65009MaRDI QIDQ1873034

Gang Wei, Fred J. Hickernell, Hee Sun Hong

Publication date: 19 May 2003

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionfittingexperimental resultsempirical distributionquasi Monte Carlo methodchi-square testssquared discrepancy of scrambled digital \((t,m,s)\)-nets

Mathematics Subject Classification ID

Related Items (4)

Scrambled geometric net integration over general product spaces ⋮ Recycling physical random numbers ⋮ On the asymptotic distribution of scrambled net quadrature. ⋮ Statistical properties of generalized discrepancies

Uses Software

• TOMS659

Cites Work

• On the \(L_2\)-discrepancy for anchored boxes
• The price of pessimism for multidimensional quadrature
• On the asymptotic distribution of scrambled net quadrature.
• The discrepancy and gain coefficients of scrambled digital nets.
• Algorithm 659
• The asymptotic efficiency of randomized nets for quadrature
• A generalized discrepancy and quadrature error bound
• The Mean Square Discrepancy of Scrambled (t,s)-Sequences
• Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
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