Sobol Sequence

Sobol Sequence

Lambert M. Surhone, Mariam T. Tennoe, Susan F. Henssonow

     

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Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-6-1311-9711-6
Объём: 112 страниц
Масса: 190 г
Размеры(В x Ш x Т), см: 23 x 16 x 1

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Sobol sequences (also called LP sequences or (t, s) sequences in base 2) are an example of quasi-random low-discrepancy sequences. They were first introduced by I.M.Sobol' in 1967. These sequences use a base of two to form successively finer uniform partitions of the unit interval, and then reorder the coordinates in each dimension. It is more or less clear that for the sum to converge towards the integral, the points xn should fill Is minimizing the holes. Another good property would be that the projections of xn on a lower-dimensional face of Is leave very few holes as well. Hence the homogeneous filling of Is does not qualify ; because in lower-dimensions many points will be at the same place, therefore useless for the integral estimation.

Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.

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