mathematics, a low-discrepancy sequence is a sequence with the property that for all values of N, its subsequence x1, ..., xN has a low discrepancy. Roughly...

simulations. Although these sequences are deterministic, they are of low discrepancy, that is, appear to be random for many purposes. They were first introduced...

solving some other problems using low-discrepancy sequences (also called quasi-random sequences or sub-random sequences) to achieve variance reduction....

Sobol’ sequences (also called LPτ sequences or (t, s) sequences in base 2) are an example of quasi-random low-discrepancy sequences. They were first introduced...

accurate solution by the use of so-called low-discrepancy sequences, also called quasirandom numbers. Such sequences have a definite pattern that fills in...

stronger criteria and for constructions of sequences that are more evenly distributed, see low-discrepancy sequence. Recall that if f is a function having...

points is a low-discrepancy sequence such as a Sobol sequence. Taking averages of derivative payoffs at points in a low-discrepancy sequence is often more...

A van der Corput sequence is an example of the simplest one-dimensional low-discrepancy sequence over the unit interval; it was first described in 1935...

as the deviance. Constructions of low-discrepancy sequences Discrepancy theory Low-discrepancy sequence "Discrepancy Functions Used in SEM". Archived from...

Applications of randomness Linear congruential generator Low-discrepancy sequence Pseudorandom binary sequence Pseudorandom noise Pseudorandomness Random number...