The construction of good extensible Korobov rules

DOI10.1007/S00607-006-0216-9zbMath1131.11051OpenAlexW2091172010MaRDI QIDQ873153

Friedrich Pillichshammer, Josef Dick, Benjamin J. Waterhouse

Publication date: 28 March 2007

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-006-0216-9

zbMATH Keywords

lattice rulesKorobov rulesquasi-Monte-Carlo methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (3)

Quasi-Monte Carlo for highly structured generalised response models ⋮ The construction of extensible polynomial lattice rules with small weighted star discrepancy ⋮ Some identities of Korobov-type polynomials associated with \(p\)-adic integrals on \(\mathbb{Z}_{p}\)

Cites Work

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• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• The construction of extensible polynomial lattice rules with small weighted star discrepancy
• A generalized discrepancy and quadrature error bound
• On Korobov Lattice Rules in Weighted Spaces
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces

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