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TW387
T. Pillards and R. Cools
A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
Abstract
Sequences of points with a low discrepancy are the basic building blocks of quasi-Monte Carlo methods. Traditionally these points are generated in a unit cube. Not much theory exists on generating low-discrepancy point sets on other domains, for example a simplex. We introduce a variation and a star discrepancy for the simplex and derive a Koksma-Hlawka inequality for point sets on the simplex.
report.pdf (218K) / mailto: T. Pillards