Korobov Sequences
From Handwiki
Finite sequences of quasirandom numbers for use in multidimensional integration by quasi-Monte Carlo methods. The kth point (vector) in the p-dimensional space is given by:
The constants a1 are carefully chosen to minimize the non-uniformity of the distribution for p and N. A general discussion can be found in Zakrzewska78.
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Categories: [W.Krisher and R.Bock] [Data analysis] [Statistics]
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