Abstract
This paper introduces a scrambling matrix that modifies the generating matrices of the classical Niederreiter sequences to so-called finite-row generating matrices. The method used for determining this scrambling matrix also allows us to construct the inverse matrices of these generating matrices of Niederreiter. The question for finite-row digital (t, s)-sequences is motivated in the context of Niederreiter-Halton sequences, where—inspired by the Halton sequences—Niederreiter sequences in different bases are combined to a higher dimensional sequence. The investigation of the discrepancy of the Niederreiter-Halton sequences is a difficult task and still in its infancy. Results achieved for special examples raised the idea that the combination of finite-row generating matrices in different bases may be interesting. This paper also contains experiments that compare the performance of some Niederreiter-Halton sequences to the performance of Faure and Halton sequences and corroborate this idea.
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Acknowledgements
The first author was supported by the Austrian Science Fund (FWF), Project P21943 and the second author by the Austrian Science Fund (FWF), Projects S9606 and P23285-N18. The first author would like to thank Christian Irrgeher for his advice for the numerical experiments.
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Hofer, R., Pirsic, G. (2013). A Finite-Row Scrambling of Niederreiter Sequences. In: Dick, J., Kuo, F., Peters, G., Sloan, I. (eds) Monte Carlo and Quasi-Monte Carlo Methods 2012. Springer Proceedings in Mathematics & Statistics, vol 65. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-41095-6_20
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DOI: https://doi.org/10.1007/978-3-642-41095-6_20
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