Fast convergence of quasi-Monte Carlo for a class of isotropic integrals

DOI10.1090/S0025-5718-00-01231-XzbMath0959.65005MaRDI QIDQ4517523

Anargyros Papageorgiou

Publication date: 22 November 2000

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

zbMATH Keywords

quasi-Monte Carlo methodfast convergencehigh-dimensional integralsisotropic integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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