Quasi-Random Sequences and Their Discrepancies
نویسندگان
چکیده
منابع مشابه
Quasi-Random Sequences and Their Discrepancies
Quasi-random (also called low discrepancy) sequences are a deterministic alternative to random sequences for use in Monte Carlo methods, such as integration and particle simulations of transport processes. The error in uniformity for such a sequence of N points in the s-dimensional unit cube is measured by its discrepancy, which is of size (log N) N-Ifor large N, as opposed to discrepancy of si...
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It is now known that many properties of the objects in certain combinatorial structures are equivalent, in the sense that any object possessing any of the properties must of necessity possess them all. These properties, termed quasirandom, have been described for a variety of structures such as graphs, hypergraphs, tournaments, Boolean functions, and subsets of Zn, and most recently, sparse gra...
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The problem of reconstruction of band-limited signals from sampled and noisy observations is studied. It is proposed to sample a signal at quasi-random points, that form a deterministic sequence with properties resembling a random variable being uniformly distributed. Such quasi-random points can be easily and efficiently generated yielding signal reconstruction algorithms with the improved acc...
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This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented here in a style hopefully more accessible to physicists than the specialized mathematical literature. There are also some new results: On the practical side we give important empirical pro...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 1994
ISSN: 1064-8275,1095-7197
DOI: 10.1137/0915077