scientific article

zbMath1247.11101MaRDI QIDQ3613922

Erich Novak, Henryk Woźniakowski

Publication date: 16 March 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

reproducing kernel Hilbert spacetractabilityworst case error\(L_{2}\) discrepancyB-discrepancy

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (9)

Optimal \(L_2\)-norm empirical importance weights for the change of probability measure ⋮ Entropy, Randomization, Derandomization, and Discrepancy ⋮ Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces ⋮ Weighted discrepancy and numerical integration in function spaces ⋮ On the exponent of discrepancies ⋮ Infinite-dimensional integration on weighted Hilbert spaces ⋮ Uniformly distributed sequences generated by a greedy minimization of the \(L_2\) discrepancy ⋮ Discrepancy Theory and Quasi-Monte Carlo Integration ⋮ Calculation of Discrepancy Measures and Applications

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