Abstract

Recently, the analysis of quasi‐Monte Carlo (QMC) sampling of integrands with singularities has gained considerable interest. In this setting error bounds for QMC integration, in addition to discrepancy, include a measure of how well the singularities are avoided by the utilized sequences. The article aims to generalize results for the corner avoidance of the classical Halton sequence to Halton sequences that start in an arbitrary point of the unit cube. In particular, it is shown that almost all (in Lebesgue sense) random‐start Halton sequences exhibit the same corner avoidance property as the original Halton sequence.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.