Math 2.0

Number theory Object

Halton sequence

Builds on Low-discrepancy sequencePrime numberQuasi-Monte Carlo method

Description

Let b≥2b \ge 2 be an integer. Each integer n≥0n \ge 0 has a unique base-bb expansion n=∑k≥0akbkn = \sum_{k \ge 0} a_k b^k with digits ak∈{0,…,b−1}a_k \in \set{0, \ldots, b-1}, almost all zero. The radical inverse in base bb is φb(n)=∑k≥0ak b−k−1∈[0,1).\varphi_b(n) = \sum_{k \ge 0} a_k \, b^{-k-1} \in [0,1). It mirrors the digits of nn at the radix point. The sequence (φb(n))n≥0(\varphi_b(n))_{n \ge 0} is the van der Corput sequence in base bb. Let s≥1s \ge 1 and let b1,…,bs≥2b_1, \ldots, b_s \ge 2 be pairwise coprime integers. The Halton sequence in these bases is the sequence of points xn=(φb1(n),…,φbs(n))∈[0,1)s,n=0,1,2,…x_n = \big(\varphi_{b_1}(n), \ldots, \varphi_{b_s}(n)\big) \in [0,1)^s, \qquad n = 0, 1, 2, \ldots The usual choice is b1,…,bsb_1, \ldots, b_s the first ss prime numbers.

Remarks

In bases 22 and 33, the points for n=1,2,3,4n = 1, 2, 3, 4 are (1/2,1/3)(1/2, 1/3), (1/4,2/3)(1/4, 2/3), (3/4,1/9)(3/4, 1/9), (1/8,4/9)(1/8, 4/9). For example 3=1033 = 10_3 in base 33, so φ3(3)=0.013=1/9\varphi_3(3) = 0.01_3 = 1/9. For pairwise coprime bases, the star discrepancy of the first NN points is O((log⁡N)s/N)O\big((\log N)^s / N\big), with a constant depending on ss and the bases. So the Halton sequence is a low-discrepancy sequence, and it is a standard point set for quasi-Monte Carlo methods. The coprimality condition matters: with b1=b2=2b_1 = b_2 = 2, all points lie on the diagonal of the unit square, which they do not fill. In high dimension the coordinates with large bases are correlated for moderate NN, and scrambled variants are used in practice.

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  1. Low-discrepancy sequence concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Halton_sequence
About this page
Tag54MY2XHVGB
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Kindobject
WritingW0 stub
MSC11K38, 11K45, 65C05
Instance ofLow-discrepancy sequence
UsesLow-discrepancy sequence, Prime number, Quasi-Monte Carlo method
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