Randomized Quasi-Monte Carlo Methods --Scrambled （t,m,s）-Nets and （t, s）-Sequences

Owen （1995） proposed a randomized quasi-Monte Carlo method of integration based on randomly permuting the digits in a （t,m,s）-net or a （t,s）-sequence in base b. This method, which is a hybrid of Monte Carlo and quasi-Monte Carlo methods, combines the best of these two techniques. This paper introduces the background and the recent development on this method.