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 |
|---|---|
| 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