Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications”

Ökten Giray and Gnewuch Michael
Additional contact information
Ökten Giray: Department of Mathematics, Florida State University, Tallahassee FL 32306-4510, USA. Email: okten@math.fsu.edu
Gnewuch Michael: Department of Computer Science, University of Kiel, Christian-Albrechts-Platz 4, 24098 Kiel, Germany. Email: mig@informatik.uni-kiel.de

Monte Carlo Methods and Applications, 2009, vol. 15, issue 2, 169-172

Abstract: We discuss an error in a proof on the discrepancy of mixed sequences (in [Ökten, Contributions to the theory of Monte Carlo and quasi-Monte Carlo methods, Ph.D. dissertation, The Claremont Graduate School, 1997, Ökten, Monte Carlo Methods and Applications 2: 255–270, 1996]) and recent research ([Gnewuch, Journal of Complexity 25: 312-317, 2009, Ökten, Tuffin, Burago, Journal of Complexity 22: 435–458, 2006]) that provide corrections, as well as research that provide a different generalization of the mixed sequences.

Keywords: Mixed sequences; hybrid-Monte Carlo; discrepancy (search for similar items in EconPapers)
Date: 2009
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/MCMA.2009.010 (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:15:y:2009:i:2:p:169-172:n:5

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

DOI: 10.1515/MCMA.2009.010

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 ().