A combined Monte Carlo and Quasi-Monte Carlo method for estimating multidimensional integrals (Q3523849)
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scientific article; zbMATH DE number 5322314
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| English | A combined Monte Carlo and Quasi-Monte Carlo method for estimating multidimensional integrals |
scientific article; zbMATH DE number 5322314 |
Statements
5 September 2008
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Monte Carlo integration
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Quasi-Monte Carlo integration
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discrepancy
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non-uniform low-discrepancy sequences
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multidimensional integral
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Koksma-Hlawka inequality
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error estimation
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confidence intervals
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numerical example
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0.8057990670204163
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0.7678176164627075
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0.7657081484794617
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