Approximation of quasi-Monte Carlo worst case error in weighted spaces of infinitely times smooth functions

DOI10.1016/j.cam.2017.08.010zbMath1377.65001arXiv1611.00561MaRDI QIDQ1675945

Takehito Yoshiki, Makoto Matsumoto, Ryuichi Ohori

Publication date: 3 November 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.00561

zbMATH Keywords

exponential function; quasi-Monte Carlo integration; infinitely differentiable functions; worst case error; Walsh coefficients; digital net

Mathematics Subject Classification ID

65C05: Monte Carlo methods