Using permutations to reduce discrepancy
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摘要
We present a survey of the main improvements obtained by scrambling and symmertrizing van der Corput sequences in any base. •- Exact formulae for extreme and mean-square discrepancy and for diaphony in one dimension.•- Asymptotic behaviour, leading to the best constants currently known.An incursion in higher dimensions is given at the end.
论文关键词:Irregularities of distribution,discrepancy,Monte Carlo methods,random number generation
论文评审过程:Received 16 January 1989, Revised 24 October 1989, Available online 13 May 2002.
论文官网地址:https://doi.org/10.1016/0377-0427(90)90340-6