Published by De Gruyter August 19, 2009

Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications”

Giray Ökten and Michael Gnewuch

From the journal Monte Carlo Methods and Applications

https://doi.org/10.1515/MCMA.2009.010

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Abstract

We discuss an error in a proof on the discrepancy of mixed sequences (in [Ökten, Contributions to the theory of Monte Carlo and quasi-Monte Carlo methods, Ph.D. dissertation, The Claremont Graduate School, 1997, Ökten, Monte Carlo Methods and Applications 2: 255–270, 1996]) and recent research ([Gnewuch, Journal of Complexity 25: 312-317, 2009, Ökten, Tuffin, Burago, Journal of Complexity 22: 435–458, 2006]) that provide corrections, as well as research that provide a different generalization of the mixed sequences.

Keywords.: Mixed sequences; hybrid-Monte Carlo; discrepancy

Received: 2008-11-12

Revised: 2008-12-20

Published Online: 2009-08-19

Published in Print: 2009-August

Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications”

Abstract

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