Variants of the Koksma-Hlawka inequality for vertex-modified quasi-Monte Carlo integration rules

DOI10.1016/0895-7177(96)00040-4zbMath0855.11040OpenAlexW2029528651MaRDI QIDQ1921100

Ian H. Sloan, Harald Niederreiter

Publication date: 16 February 1997

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(96)00040-4

zbMATH Keywords

discrepancyKoksma-Hlawka inequality for vertex-modified rulesquasi-Monte Carlo methods for numerical integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (4)

The Analysis of Vertex Modified Lattice Rules in a Non-periodic Sobolev Space ⋮ Hlawka's functional inequality ⋮ Error reduction techniques in quasi-Monte Carlo integration. ⋮ Combinatorial inequalities arising from the inclusion-exclusion principle

Cites Work

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• The serial test for pseudo-random numbers generated by the linear congruential method
• On the discrepancy of certain sequences mod 1
• The extreme and \(L^2\) discrepancies of some plane sets
• Some applications of multidimensional integration by parts
• On irregularities of distribution

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