The hybrid spectral test
Abstract
The starting point of this paper is the interplay between the construction principle of a sequence and the characters of the compact abelian group that underlies the construction. In case of the Halton sequence in base in the -dimensional unit cube , which is an important type of a digital sequence, this kind of duality principle leads to the so-called -adic function system and provides the basis for the -adic method, which we present in connection with hybrid sequences. This method employs structural properties of the compact group of -adic integers as well as -adic arithmetic to derive tools for the analysis of the uniform distribution of sequences in . We first clarify the point which function systems are needed to analyze digital sequences. Then, we present the hybrid spectral test in terms of trigonometric-, Walsh-, and -adic functions. Various notions of diaphony as well as many figures of merit for rank-1 quadrature rules in Quasi-Monte Carlo integration and for certain linear types of pseudo-random number generators are included in this measure of uniform distribution. Further, discrepancy may be approximated arbitrarily close by suitable versions of the spectral test.
Cite
@article{arxiv.1306.3120,
title = {The hybrid spectral test},
author = {Peter Hellekalek},
journal= {arXiv preprint arXiv:1306.3120},
year = {2013}
}
Comments
This is the first version of a survey paper for the RICAM special semester in fall 2013