Good permutations for deterministic scrambled Halton sequences in terms of L2-discrepancy

One of the best known low-discrepancy sequences, used by many practitioners, is the Halton sequence. Unfortunately, there seems to exist quite some correlation between the points from the higher dimensions. A possible solution to this problem is the so-called scrambling. In this paper, we give an ov...

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Veröffentlicht in:	Journal of computational and applied mathematics 2006-05, Vol.189 (1-2), p.341-361
Hauptverfasser:	VANDEWOESTYNE, Bart, COOLS, Ronald
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Mathematical analysis Mathematics Measure and integration Numerical analysis Numerical analysis. Scientific computation Numerical approximation Numerical methods in probability and statistics Sciences and techniques of general use
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