Probabilistic error bounds for the discrepancy of mixed sequences (Q2895880)
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scientific article; zbMATH DE number 6055369
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| English | Probabilistic error bounds for the discrepancy of mixed sequences |
scientific article; zbMATH DE number 6055369 |
Statements
13 July 2012
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Monte Carlo method
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quasi-Monte Carlo method
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discrepancy
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mixed sequences
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probabilistic methods
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numerical integration
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Probabilistic error bounds for the discrepancy of mixed sequences (English)
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An interval partioning technique is used to improve the probabilistic bounds for the discrepancy of mixed sequences of Monte Carlo sequences and quasi-Monte Carlo sequences, which are often adapted for very high-dimensional numerical integration.
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