On the Discrepancy of the $β$-Adic van der Corput Sequence

スポンサーリンク

概要

• 論文の詳細を見る

• The $β$-adic \mbox{van der Corput} sequence is constructed. When $β$ satisfies some conditions, the order of discrepancy of the sequence become $O(\log M/M)$ or $O((\log M)^2/M)$.

著者

• Ninomiya S

  Ibm Res. Kanagawa‐ken Jpn

• Ninomiya Syoiti

  Ibm Research Tokyo Research Laboratory

関連論文

• ANALYSIS OF THE ANOMALY OF ran1() GENERATOR IN MONTE CARLO PRICING OF FINANCIAL DERIVATIVES
• On the Discrepancy of the $β$-Adic van der Corput Sequence
• CONSTRUCTING LOW-DISCREPANCY SEQUENCES BY USING $\beta$-ADIC TRANSFORMATIONS

スポンサーリンク