Decrease of the mean of the quasi-random integration error

DOI10.1080/03610918.2019.1627370zbMath1497.65013OpenAlexW2950554765WikidataQ127678186 ScholiaQ127678186MaRDI QIDQ5082799

Svetlana N. Leora, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1627370

zbMATH Keywords

randomizationquasi-random sequencesquasi-Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (1)

Stochastic computational methods and experiment design

Cites Work

• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Remarks on randomization of quasi-random numbers
• Unnamed Item

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