I-binomial scrambling of digital nets and sequences

Shu Tezuka, Henri Faure

Research output: Contribution to journalArticle

26 Citations (Scopus)

Abstract

The computational complexity of the integration problem in terms of the expected error has recently been an important topic in Information-Based Complexity. In this setting, we assume some sample space of integration rules from which we randomly choose one. The most popular sample space is based on Owen's random scrambling scheme whose theoretical advantage is the fast convergence rate for certain smooth functions. This paper considers a reduction of randomness required for Owen's random scrambling by using the notion of i-binomial property. We first establish a set of necessary and sufficient conditions for digital (0,s)-sequences to have the i-binomial property. Then based on these conditions, the left and right i-binomial scramblings are defined. We show that Owen's key lemma (Lemma 4, SIAM J. Numer. Anal. 34 (1997) 1884) remains valid with the left i-binomial scrambling, and thereby conclude that all the results on the expected errors of the integration problem so far obtained with Owen's scrambling also hold with the left i-binomial scrambling.

Original languageEnglish
Pages (from-to)744-757
Number of pages14
JournalJournal of Complexity
Volume19
Issue number6
DOIs
Publication statusPublished - Jan 1 2003

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Digital Nets
Sample space
Lemma
Information-based Complexity
Computational complexity
Integration rule
Smooth function
Randomness
Convergence Rate
Computational Complexity
Choose
Valid
Necessary Conditions
Sufficient Conditions

All Science Journal Classification (ASJC) codes

  • Algebra and Number Theory
  • Statistics and Probability
  • Numerical Analysis
  • Control and Optimization
  • Applied Mathematics

Cite this

I-binomial scrambling of digital nets and sequences. / Tezuka, Shu; Faure, Henri.

In: Journal of Complexity, Vol. 19, No. 6, 01.01.2003, p. 744-757.

Research output: Contribution to journalArticle

Tezuka, Shu ; Faure, Henri. / I-binomial scrambling of digital nets and sequences. In: Journal of Complexity. 2003 ; Vol. 19, No. 6. pp. 744-757.
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