Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
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Publication:5284620
DOI10.1137/S0036142994264705zbMath0861.65019OpenAlexW2008790935MaRDI QIDQ5284620
A. Lauss, Harald Niederreiter, Wolfgang Ch. Schmid, Gerhard Larcher
Publication date: 29 April 1997
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036142994264705
numerical examplesasset pricingWalsh functionsRademacher functions\((t,m,s)\)-netsquasi Monte Carlo methodsWalsh-seriesquadratic resampling
Related Items (20)
The quality parameter for digital \((t,m,s)\)-nets ⋮ Calculation of the quality parameter of digital nets and application to their construction ⋮ Construction algorithms for polynomial lattice rules for multivariate integration ⋮ Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration ⋮ Quasi-Monte Carlo methods for numerical integration of multivariate Haar series ⋮ Combinatorial methods in the construction of point sets with uniformity properties ⋮ Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series ⋮ Construction of interlaced scrambled polynomial lattice rules of arbitrary high order ⋮ A lower bound on a quantity related to the quality of polynomial lattices ⋮ A construction of polynomial lattice rules with small gain coefficients ⋮ Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules ⋮ On the existence of higher order polynomial lattices based on a generalized figure of merit ⋮ Constructions of general polynomial lattice rules based on the weighted star discrepancy ⋮ Unnamed Item ⋮ Discrepancy estimates based on Haar functions ⋮ Constructions of general polynomial lattices for multivariate integration ⋮ Optimal quadrature for Haar wavelet spaces ⋮ Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II ⋮ Discrepancy Theory and Quasi-Monte Carlo Integration ⋮ Bounds for the quality parameter of digital shift nets over \(\mathbb Z_2\)
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