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Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation - MaRDI portal

Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation (Q4442135)

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scientific article; zbMATH DE number 2029999
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Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
scientific article; zbMATH DE number 2029999

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    Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation (English)
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    20 January 2004
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    numerical integration
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    lattice rules
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    variance reduction
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    quasi Monte Carlo
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