On Randomization of Halton Quasi-Random Sequences

Ermakov, SM

Ermakov, SM (reprint author), St Petersburg State Univ, St Petersburg 199034, Russia.

VESTNIK ST PETERSBURG UNIVERSITY-MATHEMATICS, 2017; 50 (4): 337

Abstract

The problem of estimating the error of quasi-Monte Carlo methods by means of randomization is considered. The well known Koksma-Hlawka inequality enab......

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