Uniform point sets and the collision test

• Autores: Ahmet Göncü, Giray Ökten
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 259, Nº 2, 2014, págs. 798-804
• Idioma: inglés
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• Resumen

  • Monte Carlo and quasi-Monte Carlo methods are popular numerical tools used in many applications. The quality of the pseudorandom sequence used in a Monte Carlo simulation is essential to the accuracy of its estimates. Likewise, the quality of the low-discrepancy sequence determines the accuracy of a quasi-Monte Carlo simulation. There is a vast literature on statistical tests that help us assess the quality of a pseudorandom sequence.

    However, for low-discrepancy sequences, assessing quality by estimating discrepancy is a very challenging problem, leaving us with no practical options in very high dimensions. In this paper, we will discuss how a certain interpretation of the well-known collision test for pseudorandom sequences can be used to obtain useful information about the quality of low-discrepancy sequences. Numerical examples will be used to illustrate the applications of the collision test.