Weighted discrepancy and high-dimensional numerical integration

DOI10.1023/A:1023605123264zbMath1124.11314OpenAlexW1549924795MaRDI QIDQ1397986

Gerhard Larcher, Friedrich Pillichshammer, Klaus Scheicher

Publication date: 6 August 2003

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1023605123264

zbMATH Keywords

numerical integrationKoksma-Hlawka inequalityFaure-Niederreiter netSobol-Niederreiter netWeighted discrepancy

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38)

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Tractability results for the weighted star-discrepancy ⋮ An algorithm to compute the \(t\)-value of a digital net and of its projections

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