QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND (Q2895760)

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QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND
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    QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND (English)
    quasi-Monte Carlo methods
    high-dimensional integration
    weighted spaces
    reproducing kernel Hilbert spaces
    Banach space settings
    worst-case error
    discrepancy
    weighted Koksma-Hlawka inequality
    lattice rules
    low-discrepancy sequences
    equal-weight quadrature rules
    optimal order of convergence
    product and order dependent weights

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