Low-discrepancy Sequence

Low-discrepancy Sequence

Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken

     

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Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-6-1303-2141-3
Объём: 100 страниц
Масса: 172 г
Размеры(В x Ш x Т), см: 23 x 16 x 1

High Quality Content by WIKIPEDIA articles! In mathematics, a low-discrepancy sequence is a sequence with the property that for all values of N, its subsequence x1, ..., xN has a low discrepancy. Roughly speaking, the discrepancy of a sequence is low if the number of points in the sequence falling into an arbitrary set B is close to proportional to the measure of B, as would happen on average (but not for particular samples) in the case of a uniform distribution. Specific definitions of discrepancy differ regarding the choice of B (hyperspheres, hypercubes, etc.) and how the discrepancy for every B is computed (usually normalized) and combined (usually by taking the worst value).

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