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On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions - MaRDI portal

On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions (Q3196614)

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On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions
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    On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions (English)
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    30 October 2015
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    randomized quasi-Monte Carlo
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    numerical integration
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    discontinuous function
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    mean squared error
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    convex set
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    convergence rate
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