On the variance of quadrature over scrambled nets and sequences (Q1962204): Difference between revisions
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scientific article
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English | On the variance of quadrature over scrambled nets and sequences |
scientific article |
Statements
On the variance of quadrature over scrambled nets and sequences (English)
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12 June 2001
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Monte Carlo methods
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equidistribution methods
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\((t,m,s)\)-net
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\((t,s)\)-sequence
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Monte Carlo integration
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