On selection criteria for lattice rules and other quasi-Monte Carlo point sets (Q5938372)
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scientific article; zbMATH DE number 1621878
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| English | On selection criteria for lattice rules and other quasi-Monte Carlo point sets |
scientific article; zbMATH DE number 1621878 |
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On selection criteria for lattice rules and other quasi-Monte Carlo point sets (English)
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21 March 2002
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The authors present a new selection criterion for lattice rules for quasi-Monte Carlo integration. This criterion examines projections of the lattice over subspaces of small or successive dimensions. It could also be used for selecting (pseudo) random number generators. Numerical examples are given.
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pseudo random number generators
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numerical examples
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lattice rules
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quasi-Monte Carlo integration
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0.7728044986724854
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