Finite-order weights imply tractability of multivariate integration

DOI10.1016/j.jco.2003.11.003zbMath1067.65006OpenAlexW2043466875MaRDI QIDQ1883584

Ian H. Sloan, Xiaoqun Wang, Henryk Woźniakowski

Publication date: 13 October 2004

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2003.11.003

zbMATH Keywords

reproducing kernel Hilbert spaces low discrepancy sequences multivariate integration tractability Lattice rules worst-case error bounds quasi-Monte Carlo algorithms weighted Sobolev and Korobov spaces

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cites Work