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 - گروه آمار، واحد علوم و تحقیقات، دانشگاه آزاد اسلامی، تهران، ایران
3 - گروه آمار، دانشگاه گیلان، رشت ، ایران
4 - گروه ریاضی، دانشگاه علم و صنعت ایران، تهران، ایران
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.