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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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DOI: 10.1515/156939605777585962

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