Variance reduction order using good lattice points in Monte Carlo methods (Q1282166)

The author investigates the variance reduction and the computational efficiency of combined Monte Carlo and quasi-Monte Carlo methods with respect to the crude Monte Carlo estimator. He shows that for a specific class of functions with small Fourier coefficients and using good lattice points, the variance reduction of the combined estimator is faster than the crude one. One section of the paper presents numerical results. This paper should be read by people interested in error estimation and efficiency of Monte Carlo and quasi-Monte Carlo methods. It is a continuation of the author's PhD thesis.