Randomized Halton sequences☆,☆☆
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Keywords
Quasi-Monte Carlo methods
Low-discrepancy sequences
Monte Carlo methods
Numerical integration
Variance reduction
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This work was supported by State Education Commission of China and by Hong Kong Research Grants Council Grant RGC/97-98/47.
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The authors would like to thank K.-T. Fang, H. Woźniakowski, R.X. Yue, H. S. Hong, and the anonymous referees for their valuable comments and suggestions.
Copyright © 2000 Published by Elsevier Ltd.