Error bounds for rank 1 lattice quadrature rules modulo composites (Q2641070): Difference between revisions
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Property / cites work: Error Bounds for the Method of Good Lattice Points / rank | |||
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Property / cites work: A table of good lattice points in three dimensions / rank | |||
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Property / cites work: Quasi-Monte Carlo methods and pseudo-random numbers / rank | |||
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Property / cites work: Existence of good lattice points in the sense of Hlawka / rank | |||
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Latest revision as of 14:45, 21 June 2024
scientific article
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English | Error bounds for rank 1 lattice quadrature rules modulo composites |
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Error bounds for rank 1 lattice quadrature rules modulo composites (English)
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1990
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Improved estimates are established regarding the accuracy which can be achieved by a suitable choice of the generator in a single-generator lattice quadrature rule (as used in the ``method of good lattice points'') in the general case where m, the number of quadrature points, is not necessarily prime. The result obtained for the general case is asymptotically the same as the best currently-known result for the prime case. However, it is also shown that when these rules are applied to some customary test functions the mean error (over different rules with the same number of points) can be arbitrarily large compared to the corresponding mean value for rules with a comparable but prime value of m. These mean values are of interest in relation to computerized searches for good generators.
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Monte Carlo method
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single-generator lattice quadrature rule
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method of good lattice points
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test functions
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mean error
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