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    STUDIA MATHEMATICA - Issue no. 2 / 2005  
         
  Article:   GENERATION OF NON-UNIFORM LOW-DISCREPANCY SEQUENCES IN QUASIMONTE CARLO INTEGRATION.

Authors:  NATALIA ROŞCA.
 
       
         
  Abstract:  We propose an inversion type method that can be used i Quasi-Monte Carlo integration to generate low-discrepancy sequences with an arbitrary distribution function G. The method is based on the approxmation of the inverse of the distribution function by linear Lagrange interpolation or cubic Hermite interpolation. We also give bounds for the discrepancy of the generated sequences  
         
     
         
         
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