On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods (Q1897666)
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On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods (English)
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10 November 1999
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The paper consists in a survey of a method recently introduced for approximating the integrals of multidimensional functions of a particular type by a quasi Monte Carlo procedure [see e.g.: \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}, ibid. 63, No.~208, 701--716 (1994; Zbl 0821.42017)]. The definitions of Rademacher functions and of Walsh functions are recalled and the class of the functions \(f\) continuous on \([0,1)S\), representable by absolutely converging Walsh-series is considered, then point sets are requested so that the error results as small as possible. The definition of \((t,m,s)\)-nets, introduced by \textit{H. Niederreiter} [J. Number Theory 30, No.~1, 51--70 (1988; Zbl 0651.10034)], is reported and some theorems are mentioned that illustrate the good behaviour of \(\text{RN} (f)\) when such point-sets are utilized, and a conjecture is also advanced on this subject. Some numerical examples are presented at the end of the paper.
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quasi Monte Carlo methods
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Rademacher functions
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Walsh functions
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Walsh-series
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\((t,m,s)\)-nets
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numerical examples
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