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URN: urn:nbn:de:0030-drops-22975
URL: http://drops.dagstuhl.de/opus/volltexte/2009/2297/
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Gnewuch, Michael

Discrepancy Bounds for Mixed Sequences

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Abstract

A mixed sequence is a sequence in the $s$-dimensional unit cube which one obtains by concatenating a $d$-dimensional low-discrepancy sequence with an $s-d$-dimensional random sequence. We discuss some probabilistic bounds on the star discrepancy of mixed sequences.

BibTeX - Entry

@InProceedings{gnewuch:DSP:2009:2297,
  author =	{Michael Gnewuch},
  title =	{Discrepancy Bounds for Mixed Sequences},
  booktitle =	{Algorithms and Complexity for Continuous Problems},
  year =	{2009},
  editor =	{Thomas M{\"u}ller-Gronbach and Leszek Plaskota and Joseph. F. Traub},
  number =	{09391},
  series =	{Dagstuhl Seminar Proceedings},
  ISSN =	{1862-4405},
  publisher =	{Schloss Dagstuhl - Leibniz-Zentrum fuer Informatik, Germany},
  address =	{Dagstuhl, Germany},
  URL =		{http://drops.dagstuhl.de/opus/volltexte/2009/2297},
  annote =	{Keywords: Star Discrepancy, Mixed Sequence, Hybrid Method, Monte Carlo, Quasi-Monte Carlo, Probabilistic Bounds}
}

Keywords: Star Discrepancy, Mixed Sequence, Hybrid Method, Monte Carlo, Quasi-Monte Carlo, Probabilistic Bounds
Seminar: 09391 - Algorithms and Complexity for Continuous Problems
Issue Date: 2009
Date of publication: 02.12.2009

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