Karhunen-loeve transform and Korobov sequences: Difference between pages
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[[File: | Finite sequences of [[Quasirandom numbers#227|quasirandom numbers]] for use in multidimensional integration by quasi-Monte Carlo methods. The ''k''th point (vector) in the ''p''-dimensional space is given by: | ||
[[File:hepa_img544.gif|444x39px]] | |||
The constants ''a''<sub>1</sub> are carefully chosen to minimize the non-uniformity of the distribution for ''p'' and ''N''. A general discussion can be found in [[References 1#zakr78|Zakrzewska78]]. | |||
[[Category:W.Krisher and R.Bock]] | [[Category:W.Krisher and R.Bock]] | ||
[[Category:Data analysis]] | [[Category:Data analysis]] | ||
[[Category:Statistics]] | [[Category:Statistics]] | ||
{{Sourceattribution|Korobov sequences|1}} | |||
Latest revision as of 11:44, 5 August 2021
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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