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On Subsequences of Niederreiter-Halton Sequences

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Abstract

In this paper we investigate the distribution properties of subsequences of Niederreiter-Halton sequences. A Niederreiter-Halton sequence is generated by joining digital (T,s)-sequences in different prime bases. Thus Niederreiter-Halton sequences are hybrids of digital (T,s)-sequences as mainly introduced by Niederreiter and the van der Corput-Halton sequences, which are joint versions of special (0,1)-sequences in different prime bases. As hybrids of well-known low-discrepancy sequences the distribution properties of such sequences are of great interest. In this paper we give an overview of existing results. Furthermore, we investigate the distribution of special types of subsequences, as for example subsequences indexed by arithmetic progressions or the subsequence indexed by primes.

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Authors and Affiliations

  1. Institute of Financial Mathematics, University of Linz, Linz, Austria

    Roswitha Hofer

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  1. Roswitha Hofer
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Correspondence to Roswitha Hofer .

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Editors and Affiliations

  1. Centre de Recherches Mathématiques, Université de Montréal, Montreal, H3C 3J7, Canada

    Pierre L' Ecuyer

  2. Dept. Statistics, Stanford University, Serra Mall 390, Stanford, 94305-4065, U.S.A.

    Art B. Owen

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Hofer, R. (2009). On Subsequences of Niederreiter-Halton Sequences. In: L' Ecuyer, P., Owen, A. (eds) Monte Carlo and Quasi-Monte Carlo Methods 2008. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04107-5_27

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