Generation of non-uniform low-discrepancy sequences in the multidimensional case
In this paper we extend the results we obtained in an earlier paper, from the one-dimensional case to the \(s\)-dimensional case. We propose two inversion type methods for generating \(G\)-distributed low-discrepancy sequences in \([0,1]^{s}\), where \(G\) is an arbitrary distribution function. Our...
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| Format: | Article |
| Language: | English |
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Publishing House of the Romanian Academy
2006-08-01
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| Series: | Journal of Numerical Analysis and Approximation Theory |
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| Online Access: | https://ictp.acad.ro/jnaat/journal/article/view/847 |