IDEAS home Printed from https://ideas.repec.org/a/bpj/mcmeap/v10y2004i3-4p511-529n33.html
   My bibliography  Save this article

A theoretical view on transforming low-discrepancy sequences from a cube to a simplex

Author

Listed:
  • Pillards Tim
  • Cools Ronald

    (Dept. of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200A, B-3001 Heverlee)

Abstract

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 low-discrepancy 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.

Suggested Citation

  • Pillards Tim & Cools Ronald, 2004. "A theoretical view on transforming low-discrepancy sequences from a cube to a simplex," Monte Carlo Methods and Applications, De Gruyter, vol. 10(3-4), pages 511-529, December.
    • Handle: RePEc:bpj:mcmeap:v:10:y:2004:i:3-4:p:511-529:n:33
    DOI: 10.1515/mcma.2004.10.3-4.511
    as

    Download full text from publisher

    File URL: https://doi.org/10.1515/mcma.2004.10.3-4.511
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.
    File URL: https://libkey.io/10.1515/mcma.2004.10.3-4.511?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:mcmeap:v:10:y:2004:i:3-4:p:511-529:n:33. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.