Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in F_{2^w}

mcqmc04-f2w.pdf, F. Panneton and Pierre L’Ecuyer. "Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in F_{2^w}", submitted for publication in the proceedings of the MC2QMC 2004 Conference.

Abstract:

We construct infinite-dimensional highly-uniform point sets for quasi-Monte Carlo integration. The successive coordinates of each point are determined by a linear recurrence in F_{2^w}, the finite field with 2^w elements where w is an integer, and a mapping from this field to the interval [0, 1). One interesting property of these point sets is that almost all of their two-dimensional projections are perfectly equidistributed. We performed searches for specific parameters in terms of different measures of uniformity and different numbers of points. We give a numerical illustration showing that using randomized versions of these point sets in place of independent random points can reduce the variance drastically for certain functions.