Discrepancy-based error estimates for quasi-Monte Carlo. II: Results in one dimension

DOI10.1016/0010-4655(96)00083-5zbMath0926.65028arXivhep-ph/9603211OpenAlexW2951866588MaRDI QIDQ1294647

Jiri K. Hoogland, Ronald Kleiss

Publication date: 25 August 1999

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/hep-ph/9603211

zbMATH Keywords

error estimatediscrepancyquasi-Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (7)

Gaussian limits for discrepancies. I: Asymptotic results ⋮ Asymptotic properties of the spectral test, diaphony, and related quantities ⋮ Statistical properties of generalized discrepancies ⋮ Error in Monte Carlo, quasi-error in quasi-Monte Carlo ⋮ Quantum field theory for discrepancies ⋮ Quantum field theory for discrepancies. II: \(1/N\) corrections using fermions ⋮ Discrepancy-based error estimates for quasi-Monte Carlo. III: Error distributions and central limits

Cites Work

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

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