A direct inversion method for non-uniform quasi-random point sequences

DOI10.1515/mcma-2012-0014zbMath1271.11081OpenAlexW2005503189MaRDI QIDQ4915853

Harald Niederreiter, Colas Schretter

Publication date: 12 April 2013

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

Full work available at URL: https://doi.org/10.1515/mcma-2012-0014

zbMATH Keywords

van der Corput sequencenon-uniform distributioninversion methodquasi-random pointsgolden ratio sequence

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Special sequences (11K31)

Related Items (5)

Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve ⋮ Recent constructions of low-discrepancy sequences ⋮ Sorting methods and convergence rates for Array-RQMC: some empirical comparisons ⋮ Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality ⋮ Asymptotic normality of extensible grid sampling

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