A theoretical view on transforming low-discrepancy sequences from a cube to a simplex

Pillards Tim and Cools Ronald

Monte Carlo Methods and Applications, 2004, vol. 10, issue 3-4, 511-529

Abstract: Sequences of points with a low discrepancy are the basic building blocks of quasi-Monte Carlo methods. Traditionally these points are generated in a unit cube. Not much theory exists on generating low-discrepancy point sets on other domains, for example a simplex. We introduce a variation and a star discrepancy for the simplex and derive a Koksma-Hlawka inequality for point sets on the simplex.

Date: 2004
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/mcma.2004.10.3-4.511 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:mcmeap:v:10:y:2004:i:3-4:p:511-529:n:33

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/mcma/html

DOI: 10.1515/mcma.2004.10.3-4.511

Access Statistics for this article

Monte Carlo Methods and Applications is currently edited by Karl K. Sabelfeld

More articles in Monte Carlo Methods and Applications from De Gruyter
Bibliographic data for series maintained by Peter Golla ().