Gaussian limits for discrepancies. I: Asymptotic results
From MaRDI portal
Publication:1967213
DOI10.1016/S0010-4655(97)00105-7zbMath0938.65005arXivphysics/9708014OpenAlexW3101996984MaRDI QIDQ1967213
André van Hameren, Ronald Kleiss, Jiri K. Hoogland
Publication date: 20 March 2000
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/physics/9708014
asymptotic distributionnumerical integrationcentral limit theoremstar-discrepancyquasi-Monte Carlo methoddiaphonyGaussian limitsnon-uniformity measures
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 ⋮ Diaphony, a measure of uniform distribution, and the Patterson function ⋮ Quantum field theory for discrepancies ⋮ Quantum field theory for discrepancies. II: \(1/N\) corrections using fermions ⋮ Scaling limits for the Lego discrepancy
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sequences, discrepancies and applications
- Average case complexity of multivariate integration for smooth functions
- Discrepancy-based error estimates for quasi-Monte Carlo. III: Error distributions and central limits
- Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism
- Discrepancy-based error estimates for quasi-Monte Carlo. II: Results in one dimension
- Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands
- Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
- Gaussian limits for discrepancies. I: Asymptotic results
- Average case complexity of multivariate integration
- Toward real-time pricing of complex financial derivatives
This page was built for publication: Gaussian limits for discrepancies. I: Asymptotic results
