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Fathi Vajargah, Behrouz, Mogharrabi Ostadkalayeh, Ali. (1399). The scrambles of halton sequence and thier weaknesses. سامانه مدیریت نشریات علمی, 9(1), 40-53. doi: 10.22098/jhs.2020.2628
Behrouz Fathi Vajargah; Ali Mogharrabi Ostadkalayeh. "The scrambles of halton sequence and thier weaknesses". سامانه مدیریت نشریات علمی, 9, 1, 1399, 40-53. doi: 10.22098/jhs.2020.2628
Fathi Vajargah, Behrouz, Mogharrabi Ostadkalayeh, Ali. (1399). 'The scrambles of halton sequence and thier weaknesses', سامانه مدیریت نشریات علمی, 9(1), pp. 40-53. doi: 10.22098/jhs.2020.2628
Fathi Vajargah, Behrouz, Mogharrabi Ostadkalayeh, Ali. The scrambles of halton sequence and thier weaknesses. سامانه مدیریت نشریات علمی, 1399; 9(1): 40-53. doi: 10.22098/jhs.2020.2628

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
[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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