Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II (Q1267020)

This paper presents a comparison of different class of multivariate Haar series \(f\) to the base \(b \geq 2\), called \(_b \widetilde E_s^\alpha(C)\)-classes studied in part I [ibid. 37, No. 4, 846-861 (1997; Zbl 0893.65010)] with respect to numerical integration. After review of basic notations of generalized Haar functions, classes of multivariate Haar series such as Sobol's \(S_p\)- and \(H_\alpha\)-classes, are introduced and their relation to \(_b \widetilde E_s^\alpha(C)\)-classes is presented. A numerical example illustrates the result. Then, integration error estimates are derived for \(S_p\)- and \(_b \widetilde E_s^ \alpha(C)\)-classes when \((t, m, s)\)-nets are used in calculation of the integral approximation. Furthermore, a result corresponding to the Theorem 3.2 of part I in reverse direction is derived.