On Subsequences of Niederreiter-Halton Sequences

Roswitha Hofer ()
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Roswitha Hofer: University of Linz, Institute of Financial Mathematics

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2008, 2009, pp 423-438 from Springer

Abstract: Abstract In this paper we investigate the distribution properties of subsequences of Niederreiter-Halton sequences. A Niederreiter-Halton sequence is generated by joining digital (T,s)-sequences in different prime bases. Thus Niederreiter-Halton sequences are hybrids of digital (T,s)-sequences as mainly introduced by Niederreiter and the van der Corput-Halton sequences, which are joint versions of special (0,1)-sequences in different prime bases. As hybrids of well-known low-discrepancy sequences the distribution properties of such sequences are of great interest. In this paper we give an overview of existing results. Furthermore, we investigate the distribution of special types of subsequences, as for example subsequences indexed by arithmetic progressions or the subsequence indexed by primes.

Keywords: Distribution Property; Arithmetic Progression; Generator Matrice; Prime Basis; Chinese Remainder Theorem (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-04107-5_27

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DOI: 10.1007/978-3-642-04107-5_27

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