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Mean-square discrepancies of the Hammersley and Zaremba sequences for arbitrary radix. (English) Zbl 0322.65002


MSC:

65C05 Monte Carlo methods
65D30 Numerical integration
11K38 Irregularities of distribution, discrepancy

References:

[1] Halton, J. H., andS. K. Zaremba: The extreme andL 2 discrepancies of some plane sets. Mh. Math.73, 316-328 (1969). · Zbl 0183.31401 · doi:10.1007/BF01298982
[2] Halton, J. H.: On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals. Num. Math.2, 84-90 (1960). · Zbl 0090.34505 · doi:10.1007/BF01386213
[3] Roth, K. F.: On irregularities of distribution. Mathematika1, 73-79 (1954). · Zbl 0057.28604 · doi:10.1112/S0025579300000541
[4] Halton, J. H.: A retrospective and prospective survey of the Monte Carlo method. SIAM Review12, 1-63 (1970). · Zbl 0193.46901 · doi:10.1137/1012001
[5] Warnock, T. T.: Computational Investigations of Low-Discrepancy Point Sets. Applications of Number Theory to Numerical Analysis, p. 319-343. New York: Academic Press. 1972.
[6] Halton, J. H.: Estimating the Accuracy of Quasi-Monte Carlo Integration. Applications of Number Theory to Numerical Analysis, p. 345-360. New York: Academic Press. 1972.
[7] Zaremba, S. K.: The mathematical basis of Monte Carlo and quasi-Monte Carlo methods. SIAM Review10, 303-314 (1968). · doi:10.1137/1010056
[8] Zaremba, S. K.: Good lattice points in the sense of Hlawka and Monte-Carlo integration. Mh. Math.72, 264-269 (1968). · Zbl 0195.19501 · doi:10.1007/BF01362552
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