Lattice rules for multiple integration
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[For the entire collection see Zbl 0744.00037.] The author studies a class of quasi-Monte Carlo methods which have been developed recently for multiple integrals. Existence theorems of lattice rules over \(U^ s=[0,1]^ s\) which yield small integration errors and the generalization of lattice rules to compact groups are discussed.
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Cited in
(14)- Lattice methods for multiple integration
- The generation of lattice points for numerical multiple integration
- Discrepancy operators and numerical integration on compact groups
- Some remarks on a discrepancy in compact groups
- Error reduction techniques in quasi-Monte Carlo integration.
- Lattice Rules for Multiple Integration and Discrepancy
- An Introduction to Lattice Rules and their Generator Matrices
- An algorithm for QMC integration using low-discrepancy lattice sets
- scientific article; zbMATH DE number 3926074 (Why is no real title available?)
- Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
- Lattice rules: How well do they measure up?
- A Generalized Sampling Theorem for Locally Compact Abelian Groups
- An historical overview of lattice point sets
- On selection criteria for lattice rules and other quasi-Monte Carlo point sets
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