Variance bounds and existence results for randomly shifted lattice rules

DOI10.1016/j.cam.2012.02.034zbMath1264.65005OpenAlexW2036346468MaRDI QIDQ421840

Vasile Sinescu, Pierre L'Ecuyer

Publication date: 14 May 2012

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2012.02.034

zbMATH Keywords

variancediscrepancylattice rulesquasi-Monte Carlonumerical multiple integrationrandom shift

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Analysis of variance and covariance (ANOVA) (62J10) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38)

Related Items (3)

Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm ⋮ A Tool for Custom Construction of QMC and RQMC Point Sets ⋮ Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks

Cites Work

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