Statistical properties of generalized discrepancies

DOI10.1090/S0025-5718-07-01839-XzbMath1132.65007OpenAlexW2008484019MaRDI QIDQ5429507

Raffaello Seri, Christine Choirat

Publication date: 30 November 2007

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-07-01839-x

zbMATH Keywords

Gaussian processMonte Carlo methodssimulationslaw of iterated logarithmlimit distributiontesting uniformitygeneralized discrepancycomplex stochastic integral

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) Stochastic particle methods (65C35) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (3)

Computational aspects of Cui-Freeden statistics for equidistribution on the sphere ⋮ Statistical properties of $b$-adic diaphonies ⋮ Measures of uniformity in experimental designs: A selective overview

Uses Software

• Ox

Cites Work

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