Abstract
In this article we focus on two aspects of one-dimensional diaphony F(S σ b, N) of generalised van der Corput sequences in arbitrary bases. First we give a permutation with the best distribution behaviour concerning the diaphony known so far. We improve a result of Chaix and Faure from 1993 from a value of 1.31574... for a permutation in base 19 to 1.13794... for our permutation in base 57. Moreover for an infinite sequence X and its symmetric version X̃, we analyse the connection between the diaphony F(X, N) and the L 2-discrepancy L 2(X̃, N) using another result of Chaix and Faure. Therefore we state an idea how to get a lower bound for the diaphony of generalised van der Corput sequences in arbitrary base b.
Original language | English |
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Pages (from-to) | 307-322 |
Number of pages | 16 |
Journal | Monte Carlo Methods and Applications |
Volume | 16 |
Issue number | 3-4 |
DOIs | |
Publication status | Published - Dec 2010 |
Externally published | Yes |
Keywords
- Diaphony
- Generalised van der Corput sequence
ASJC Scopus subject areas
- Statistics and Probability
- Applied Mathematics