Construction of three-dimensional low discrepancy sequences
Mori Makoto ()
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Mori Makoto: E-mail: mori@math.chs.nihon-u.ac.jp
Monte Carlo Methods and Applications, 2005, vol. 11, issue 2, 163-174
Abstract:
Three-dimensional low discrepancy sequence is constructed via dynamical system. Different from one-dimensional cases, the low discrepancy sequence cannot be constructed only by expanding transformation. The transformation used in this paper is not only expanding but also shuffling.
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:bpj:mcmeap:v:11:y:2005:i:2:p:163-174:n:3
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DOI: 10.1515/156939605777585962
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