Robust numerical integration and pairwise independent random variables

DOI10.1016/S0377-0427(01)00394-6zbMath0996.65002OpenAlexW2080177389MaRDI QIDQ5957965

Hiroshi Sugita

Publication date: 4 November 2002

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(01)00394-6

zbMATH Keywords

pseudo-random numbersdiscrete random Weyl samplingpairwise independent samplingrandom sampling methodsrobust numerical integration methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32)

Related Items (2)

Dynamic random Weyl sampling for drastic reduction of randomness in Monte Carlo integration ⋮ Generation of \(k\)-wise independent random variables with small randomness

Cites Work

• Unnamed Item
• Random Weyl sampling for robust numerical integration of complicated functions

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