Low discrepancy sequences in high dimensions: how well are their projections distributed?

DOI10.1016/j.cam.2007.01.005zbMath1144.65003OpenAlexW2030109021MaRDI QIDQ2479345

Ian H. Sloan, Xiaoqun Wang

Publication date: 26 March 2008

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

Full work available at URL: https://doi.org/10.1016/j.cam.2007.01.005

zbMATH Keywords

multivariate integrationQuasi-Monte Carlo methodsLow discrepancy sequencesorder-l, superposition and truncation discrepanciesreproducing kernel weighted Hilbert spaces

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Irregularities of distribution, discrepancy (11K38) Well-distributed sequences and other variations (11K36) Pseudo-random numbers; Monte Carlo methods (11K45)

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