On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions

DOI10.1137/15M1007963zbMath1325.65012OpenAlexW1825668880MaRDI QIDQ3196614

Xiaoqun Wang, Zhijian He

Publication date: 30 October 2015

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1007963

zbMATH Keywords

numerical integrationmean squared errorconvergence rateconvex setdiscontinuous functionrandomized quasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)

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