Optimal Halton Sequence via Inversive Scrambling

摘要

In this article, we develop the Halton sequence of generating quasi-random numbers to an optimal sequence which has the inversive property. The new constructed quasi-random number generator satisfies the extra uniformity condition on [0, 1]. We finally present the performances of this generator in contrast to the former optimal Halton sequence in Chi et al. (2005) and modified optimal Halton sequence in Fathi et al. (2009).