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Can I read The Discrepancy and Gain Coefficients of Scrambled Digital Nets on EtoBox?
The Discrepancy and Gain Coefficients of Scrambled Digital Nets by Rong-Xian Yue; Fred J. Hickernell is a Mathematics article available to read on EtoBox.
What is The Discrepancy and Gain Coefficients of Scrambled Digital Nets about?
Digital sequences and nets are among the most popular kinds of low discrepancy sequences and sets and are often used for quasi-Monte Carlo quadrature rules. Several years ago Owen proposed a method of scrambling digital sequences and recently Faure and Tezuka have proposed another method. This article considers the discrepancy of digital nets under these scramblings. The first main result of this article is a formula for the discrepancy of a scrambled digital (l, t, m, s)-net in base b with n=lb m points that requires only O(n) operations to evaluate. The second main result is exact formulas for the gain coefficients of a digital (t, m, s)-net in terms of its generator matrices. The gain coefficients, as defined by Owen, determine both the worst-case and random-case analyses of quadrature error.
Who reads The Discrepancy and Gain Coefficients of Scrambled Digital Nets?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Rong-Xian Yue; Fred J. Hickernell
- Publisher
- Elsevier Science; Elsevier ; Elsevier Inc.; Elsevier BV (ISSN 0885-064X)
- Published
- 2002
- Language
- EN
- Field
- Mathematics (Physical Sciences)