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The scrambles of halton sequence and thier weaknesses | ||
| Journal of Hyperstructures | ||
| دوره 9، شماره 1، شهریور 2020، صفحه 40-53 اصل مقاله (950.1 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22098/jhs.2020.2628 | ||
| نویسندگان | ||
| Behrouz Fathi Vajargah* 1؛ Ali Mogharrabi Ostadkalayeh2 | ||
| 1Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran | ||
| 2Department of Statistics, Science and Research branch, IAU Tehran, Iran | ||
| چکیده | ||
| So far, many scrambles have been introduced to break the correlation between Halton’s sequence points and improve its two-dimensional designs. In this paper, some of the most important scrambles that are available to scrambling the Halton sequence are evaluated, and describe their weaknesses. Also, we introduce a new method that, despite it’s simplicity of execution, has good twodimensional designs. | ||
| کلیدواژه‌ها | ||
| Halton sequence؛ Scrambling؛ Discrepancy؛ Weyl sequence؛ Continued fraction | ||
| مراجع | ||
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[1] Chi, H., Mascagni, M., Warnock, T., On the Optimal halton Sequences, Math. Comput. in Simul., 70(1) (2005), 9-21. [2] Fathi Vajargah, B., Eskandari Chechaglou, A., Optimal halton sequence via inversive Scrambling, Communications in Statistics Simulation and Computation, 42 (2013), 476-484. [3] Vandewoestyne, B., Quasi-Monte Carlo techniques for the approximation of highdimensional integrals, [PhD theses] Advisor Ronald Cools,June 2008. [4] M. Mascagni, H. Chi, On the scrambled Halton sequences, Monte Carlo Meth. Appl., 10 (2013), 435-442. | ||
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