Projections of digital nets and sequences

Wolfgang Ch. Schmid

Mathematics and Computers in Simulation (MATCOM), 2001, vol. 55, issue 1, 239-247

Abstract: Currently, in the context of quasi-Monte Carlo applications, the most effective low-discrepancy point sets and sequences are digital (t, m, s)-nets and (t, s)-sequences. In this survey we will consider ideas for the investigation of a new quality parameter reflecting projections of digital nets and sequences. Finally we will give several examples for commonly used digital point sets.

Keywords: Quasi-Monte Carlo method; Digital nets; Low-discrepancy point sets; Projections (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:55:y:2001:i:1:p:239-247

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