On the distribution of integration error by randomly-shifted lattice rules

DOI10.1214/10-EJS574zbMath1329.62082MaRDI QIDQ1952088

Pierre L'Ecuyer, Bruno Tuffin, David Munger

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1286371471

zbMATH Keywords

limit theoremconfidence intervalquasi-Monte Carlolattice ruleintegration error

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (6)

On Figures of Merit for Randomly-Shifted Lattice Rules ⋮ The limiting sets of polynomial iterations in some compact rings ⋮ Empirically estimating error of integration by quasi-Monte Carlo method ⋮ Efficient simulations for the exponential integrals of Hölder continuous gaussian random fields ⋮ Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods ⋮ Asymptotic normality of extensible grid sampling

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