A new approach on scrambling of the Halton sequence with sampling
Subject Areas : International Journal of Industrial MathematicsM. H. Behzadi 1 , علی مقربی استادکلایه 2 , بهروز فتحی واجارگاه 3 , رحمان فرنوش 4
1 - Department of Statistics, Science and Research Branch, Islamic Azad University, Tehran, Iran.
2 - Department of Statistics, Science and Research Branch, Islamic Azad University, Tehran, Iran
3 - Department of Statistics, University of Guilan, Rasht, Iran
4 - Department of Mathematics, Iran University of Science and Technology, Tehran, Iran
Keywords: Halton &lrm, sequence&lrm, , scrambling&lrm, , discrepancy&lrm, , Weyl &lrm, sequence&lrm, , continued &lrm, fraction&lrm, &lrm, , sampling,
Abstract :
Although many scramble methods have been introduced for the Halton sequence, not all of them have been widely acclaimed due to their computational complexity and difficult implementation. Sampling the Halton sequence is an easy and fast way to achieve a more uniform and, of course, more efficient sequence of quasirandom numbers.