Probabilistic error bounds for the discrepancy of mixed sequences

DOI10.1515/mcma-2012-0006zbMath1257.65004OpenAlexW208249692MaRDI QIDQ2895880

Christoph Aistleitner, Markus Hofer

Publication date: 13 July 2012

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2012-0006

zbMATH Keywords

numerical integrationMonte Carlo methoddiscrepancyquasi-Monte Carlo methodprobabilistic methodsmixed sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38)

Related Items (2)

A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions ⋮ Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples

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