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Optimal Halton Sequence via Inversive Scrambling
Authors:Behrouz Fathi Vajargah  Asghar Eskandari Chechaglou
Institution:Department of Mathematics , University of Guilan , Rasht , Iran
Abstract: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 Chi, H., Mascagni, M. and Warnock, T. 2005. On the Optimal Halton Sequences. Math. Comput. in Simul., 70(1): 921. Crossref], Web of Science ®] Google Scholar]) and modified optimal Halton sequence in Fathi et al. (2009 Fathi, B., Samimi, H. and Eskandari, A. 2009. A New Efficient Algorithm for Linear Scrambling Halton Sequence. International Journal of Applied Mathematics, 22(7): 10591065.  Google Scholar]).
Keywords:Halton sequence  Two-dimensional projections  Nonlinear scrambling  Inversive scrambling
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