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Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism - MaRDI portal

Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism (Q1294646)

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Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism
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    Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism (English)
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    25 August 1999
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    quasi-Monte Carlo method
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    numerical multidimensional integration
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    error estimate
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    measure of (non)uniformity
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