License
When quoting this document, please refer to the following
DOI: 10.4230/DagSemProc.09391.2
URN: urn:nbn:de:0030-drops-22975
URL: https://drops.dagstuhl.de/opus/volltexte/2009/2297/
Go to the corresponding Portal


Gnewuch, Michael

Discrepancy Bounds for Mixed Sequences

pdf-format:
09391.GnewuchMichael.ExtAbstract.2297.pdf (0.1 MB)


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:DagSemProc.09391.2,
  author =	{Gnewuch, Michael},
  title =	{{Discrepancy Bounds for Mixed Sequences}},
  booktitle =	{Algorithms and Complexity for Continuous Problems},
  pages =	{1--4},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2009},
  volume =	{9391},
  editor =	{Thomas M\"{u}ller-Gronbach and Leszek Plaskota and Joseph. F. Traub},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/opus/volltexte/2009/2297},
  URN =		{urn:nbn:de:0030-drops-22975},
  doi =		{10.4230/DagSemProc.09391.2},
  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
Collection: 09391 - Algorithms and Complexity for Continuous Problems
Issue Date: 2009
Date of publication: 02.12.2009


DROPS-Home | Fulltext Search | Imprint | Privacy Published by LZI