A constructive approach to strong tractability using quasi-Monte Carlo algorithms
Under appropriate conditions it is shown that in multivariate integration, quasi-Monte Carlo algorithms based on some low discrepancy sequences achieve the optimal convergence order \(O(n^{-1+\delta})\) for any \(\delta> 0\) in weighted Sobolev spaces independent of the dimension.
scientific article; zbMATH DE number 1910720
scientific article