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引用次数: 0
摘要
常见的准蒙特卡罗序列是准均匀的吗?尽管这个问题仍然悬而未决,但在这篇短文中,我们证明了二维索博尔序列不是准均匀序列。这一结果以否定的方式部分回答了 Sobol' 和 Shukhman [Math. Comput. Simulation 75 (2007), pp.
The Sobol’ sequence is not quasi-uniform in dimension 2
Are common quasi-Monte Carlo sequences quasi-uniform? While this question remains widely open, in this short note, we prove that the two-dimensional Sobol’ sequence is not quasi-uniform. This result partially answers an unsolved problem of Sobol’ and Shukhman [Math. Comput. Simulation 75 (2007), pp. 80–86] in a negative manner.
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