DagSemProc.09391.2.pdf
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Discrepancy Bounds for Mixed Sequences
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Dagstuhl Seminar Proceedings, Volume 9391
Series: Dagstuhl Seminar Proceedings (DagSemProc) - License:
Creative Commons Attribution 4.0 International license
- Publication Date: 2009-12-02
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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.
Subject Classification
Keywords
- Star Discrepancy
- Mixed Sequence
- Hybrid Method
- Monte Carlo
- Quasi-Monte Carlo
- Probabilistic Bounds
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