QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND (Q2895760): Difference between revisions

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Property / author: Ian H. Sloan / rank
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Property / author: Ian H. Sloan / rank
 
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Latest revision as of 10:59, 5 July 2024

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QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND
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    QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND (English)
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    4 July 2012
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    quasi-Monte Carlo methods
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    high-dimensional integration
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    weighted spaces
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    reproducing kernel Hilbert spaces
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    Banach space settings
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    worst-case error
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    discrepancy
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    weighted Koksma-Hlawka inequality
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    lattice rules
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    low-discrepancy sequences
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    equal-weight quadrature rules
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    optimal order of convergence
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    product and order dependent weights
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