Discrepancy Bounds for Mixed Sequences

Author Michael Gnewuch



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Michael Gnewuch

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Michael Gnewuch. Discrepancy Bounds for Mixed Sequences. In Algorithms and Complexity for Continuous Problems. Dagstuhl Seminar Proceedings, Volume 9391, pp. 1-4, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2009)
https://doi.org/10.4230/DagSemProc.09391.2

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.
Keywords
  • Star Discrepancy
  • Mixed Sequence
  • Hybrid Method
  • Monte Carlo
  • Quasi-Monte Carlo
  • Probabilistic Bounds

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