Strong tractability of multivariate integration using quasi–Monte Carlo algorithms

DOI10.1090/S0025-5718-02-01440-0zbMath1025.65010OpenAlexW2005221237MaRDI QIDQ4794645

Xiaoqun Wang

Publication date: 19 February 2003

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

Full work available at URL: https://doi.org/10.1090/s0025-5718-02-01440-0

zbMATH Keywords

tractabilityworst case errorlow discrepancy sequencestrong tractabilityquasi-Monte Carlo algorithm

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45)

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