Quasi-Monte Carlo algorithms for unbounded, weighted integration problems

DOI10.1016/j.jco.2003.11.006zbMath1072.65001OpenAlexW1964051455MaRDI QIDQ1888375

Reinhold Kainhofer, Jürgen Hartinger, Robert F. Tichy

Publication date: 23 November 2004

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

Full work available at URL: https://doi.org/10.1016/j.jco.2003.11.006

zbMATH Keywords

convergencequasi-Monte Carlo integrationsingular functionsimproper integralsweighted integrationHlawka-Mück schemenon-uniformly distributed low-discrepancy sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (7)

Quasi-random numbers for copula models ⋮ Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space ⋮ On the convergence of quasi-random sampling/importance resampling ⋮ Renormalisation of Pair Correlations and Their Fourier Transforms for Primitive Block Substitutions ⋮ Geometric properties of a binary non-Pisot inflation and absence of absolutely continuous diffraction ⋮ A Taylor space for multivariate integration ⋮ Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sequences, discrepancies and applications
• Funktionen von beschränkter Variation in der Theorie der Gleichverteilung
• Grid methods in simulation and random variate generation
• Numerical integration of singular integrands using low-discrepancy sequences
• Error bounds for the integration of singular functions using equidistributed sequences
• Über eine Transformation von gleichverteilten Folgen. II

This page was built for publication: Quasi-Monte Carlo algorithms for unbounded, weighted integration problems