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OALib Journal期刊
ISSN: 2333-9721
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Discrepancy bounds for hybrid sequences involving digital explicit inversive pseudorandom numbers

Keywords: Discrepancy , hybrid sequence , Halton sequence , Kronecker sequence , inversive sequence , quasi-Monte Carlo method

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Abstract:

We consider hybrid sequences, that is, sequences in a multidimensional unit cube that are composed from low-discrepancy sequences and sequences of pseudorandom numbers. We establish the first nontrivial deterministic discrepancy bounds for three kinds of hybrid sequences that are obtained by “mixing” low-discrepancy sequences and digital explicit inversive sequences. Such hybrid sequences are of interest for high-dimensional numerical integration since they combine the advantages of Monte Carlo methods and quasi-Monte Carlo methods.

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