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Uniform Distribution Theory


Uniform distribution theory is the study of point sets and sequences having a uniform distribution. Uniform distribution theory is important in modeling and simulation, and especially in so-called Monte Carlo and quasi-Monte Carlo methods, and seeks to characterize and construct well distributed point sets and sequences.

Kakutani partitions of the unit interval give a deterministic example. Choosing one point in the interior of each interval produces finite point sets whose relative frequencies in subintervals approach the corresponding lengths (Smilansky 2020).


See also

Hammersley Point Set, Monte Carlo Method, Net, Quasi-Monte Carlo Method, Quasirandom Sequence, Uniform Distribution

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References

Drmota, M. and Tichy, R. F. Sequences, Discrepancies and Applications. New York: Springer-Verlag, 1997.Hellekalek, P. and Larcher, G. (Eds.). Random and Quasi-Random Point Sets. New York: Springer-Verlag, 1998.Kuipers, L. and Niederreiter, H. Uniform Distribution of Sequences. New York: Wiley, 1974.Smilansky, Y. "Uniform Distribution of Kakutani Partitions Generated by Substitution Schemes." Israel J. Math. 240, 667-710, 2020. https://doi.org/10.1007/s11856-020-2075-z.

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Uniform Distribution Theory

Cite this as:

Weisstein, Eric W. "Uniform Distribution Theory." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/UniformDistributionTheory.html

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