Quasi-Monte Carlo methods for numerical integration of multivariate Haar series (Q1378465)

This paper considers quasi-Monte Carlo integration in terms of generalized Haar function systems. After some brief review of the definitions of the Haar function system relative to an arbitrary integer base \(b\geq 2\), best possible integration error estimates are derived for Niederreiter's \((t,m,s)\)-nets in analogy to Larcher's method of numerical integration of Walsh series [\textit{G. Larcher} and \textit{C. Traunfellner}, Math. Comput. 63, No. 207, 277-291 (1994; Zbl 0806.65013); \textit{G. Larcher, W. Ch. Schmid} and \textit{R. Wolf}, Math. Comput. Modelling, 23, No. 8-9, 55-67 (1996; Zbl 0855.11042)]. The integration error is of the same order of magnitude as that for \(H^\alpha\) classes, the classical Haar system satisfying Hölder condition, which was derived by \textit{I. M. Sobol'} [Zh. Vychisl. Mat. Mat. Fiz. 7, 784-802 (1967; Zbl 0185.41103) and ``Multidimensional quadrature formulas and Haar functions'', Nauka (1969; Zbl 0195.16903)]. The results of the integration error is compared to the estimates derived by using the uniform lattice numerically.