Average case complexity of multivariate integration
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Publication:3355138
DOI10.1090/S0273-0979-1991-15985-9zbMath0729.65010OpenAlexW2106149169MaRDI QIDQ3355138
Publication date: 1991
Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0273-0979-1991-15985-9
Monte-Carlo algorithmoptimal designmultivariate integrationaverage case complexityWiener sheet measureHammersley pointsoptimal sample points
Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)
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