Quasi–Monte Carlo Numerical Integration on $\mathbb{R}^s$: Digital Nets and Worst-Case Error

DOI10.1137/100789853zbMath1236.11066arXiv1003.4783OpenAlexW2047977883MaRDI QIDQ3097475

Josef Dick

Publication date: 10 November 2011

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.4783

zbMATH Keywords

numerical integrationquasi-Monte Carlodigital netWalsh model

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (1)

Discrepancy Theory and Quasi-Monte Carlo Integration

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