New Modified Scrambled Faure Sequences

DOI10.1080/03610918.2013.790443zbMath1316.65005OpenAlexW2033606037MaRDI QIDQ5252858

Behrouz Fathi-Vajargah, Asghar Eskandari Chechaglou

Publication date: 3 June 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.790443

zbMATH Keywords

numerical examplesquasi-Monte Carlo methodrandom number generationFaure sequencelinear scramblingtwo-dimensional projectionsinversive scrambling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cites Work

• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Point sets and sequences with small discrepancy
• Computational investigations of scrambled Faure sequences
• Marsaglia's lattice test and non-linear congruential pseudo-random number generators
• On Marsaglia's lattice test for pseudorandom numbers
• On the \(L_2\)-discrepancy for anchored boxes
• Variations on \((0,s)\)-sequences
• The effective dimension and quasi-Monte Carlo integration
• \(I\)-binomial scrambling of digital nets and sequences
• On the optimal Halton sequence
• Quasi-Monte Carlo methods and pseudo-random numbers
• Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
• Implementation and tests of low-discrepancy sequences
• Generalized Halton sequences in 2008
• Optimal Halton Sequence via Inversive Scrambling

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