Discrepancy behaviour in the non-asymptotic regime

DOI10.1016/j.apnum.2003.12.004zbMath1049.65006OpenAlexW1983470763MaRDI QIDQ596572

Christoph Schlier

Publication date: 10 August 2004

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2003.12.004

zbMATH Keywords

Asymptotic behaviourHalton point sequenceLow-discrepancy sequencesNiederreiter point sequencesNumerical integrationQuasi-Monte Carlo methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (4)

Remarks on randomization of quasi-random numbers ⋮ Quasi-random integration in high dimensions ⋮ On scrambled Halton sequences ⋮ Error trends in quasi-Monte Carlo integration

Uses Software

• Algorithm 823

Cites Work

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• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Low-discrepancy and low-dispersion sequences
• Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands
• The formulas of exact calculation of the discrepancy of low-dimensional finite point sets. I
• Numerical integration on advanced computer systems
• Monte Carlo integration with quasi-random numbers: Some experience
• Quasi-Random Sequences and Their Discrepancies
• Programs to generate Niederreiter's low-discrepancy sequences
• Algorithm 823

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