Mathematics and Computers in Simulation vol:81 pages:522-535
The Faure sequence is one of the well known quasi-random sequences used in quasi-Monte Carlo applications.
In its original and most basic form, the Faure sequence suffers from correlations between different dimensions. These correlations result in poorly distributed two-dimensional projections. A standard solution to this problem is to use a randomly scrambled version of the Faure sequence. We analyze various scrambling methods and propose a new nonlinear scrambling method, which has similarities with inversive congruential methods for pseudo-random number generation. We demonstrate the usefulness of our scrambling by means of two-dimensional
projections and integration problems.