Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications”

DOI10.1515/MCMA.2009.010zbMath1176.65005OpenAlexW2031919844MaRDI QIDQ3182214

Michael Gnewuch, Giray Ökten

Publication date: 7 October 2009

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

Full work available at URL: https://doi.org/10.1515/mcma.2009.010

zbMATH Keywords

discrepancymixed sequenceshybrid-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (3)

On Hybrid Point Sets Stemming from Halton-Type Hammersley Point Sets and Polynomial Lattice Point Sets ⋮ On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence ⋮ Implementing de-biased estimators using mixed sequences

Cites Work

• Covering numbers, Vapnik-Červonenkis classes and bounds for the star-discrepancy
• On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence
• A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
• A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications
• The inverse of the star-discrepancy depends linearly on the dimension

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