Good lattice rules based on the general weighted star discrepancy

DOI10.1090/S0025-5718-06-01943-0zbMath1116.65002MaRDI QIDQ3426032

Stephen Joe, Vasile Sinescu

Publication date: 7 March 2007

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

component-by-component constructionweighted star discrepancyRank-1 lattice rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38)

Related Items (6)

QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND ⋮ Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space ⋮ Construction Schemes for Weighted Lattice Rules ⋮ Variance bounds and existence results for randomly shifted lattice rules ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights

Cites Work

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