A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
نویسندگان
چکیده
Sequences of points with a low discrepancy are the basic building blocks of quasi-Monte Carlo methods. Traditionally these points are generated in a unit cube. Not much theory exists on generating lowdiscrepancy point sets on other domains, for example a simplex. We introduce a variation and a star discrepancy for the simplex and derive a Koksma-Hlawka inequality for point sets on the simplex.
منابع مشابه
Transforming Low-Discrepancy Sequences from a Cube to a Simplex
Sequences of points with a low discrepancy are the basic building blocks for quasi-Monte Carlo methods. Traditionally these points are generated in a unit cube. To develop point sets on a simplex we will transform the lowdiscrepancy points for the unit cube to a simplex. An advantage of this approach is that most of the known results on low discrepancy sequences can be re-used. After introducin...
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عنوان ژورنال:
- Monte Carlo Meth. and Appl.
دوره 10 شماره
صفحات -
تاریخ انتشار 2004