Discrepancy estimates based on Haar functions

DOI10.1016/S0378-4754(00)00245-7zbMath0986.11050MaRDI QIDQ5938363

Karl Entacher

Publication date: 11 June 2002

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

\((t,m,s)\)-netsgeneralized Haar function systemsHammersley point setlow-discrepancy point setsquasi-Monte Carlo methodsstar-discrepancyWeyl sums

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (1)

Least squares polynomial chaos expansion: a review of sampling strategies

Cites Work

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• On the Numerical Integration of Walsh Series by Number-Theoretic Methods
• General discrepancy estimates: the Walsh function system
• General discrepancy estimates II: the Haar function system
• Pseudorandom vector generation by the inversive method
• Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series

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