Probabilistic error bounds for the discrepancy of mixed sequences
From MaRDI portal
Recommendations
- On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence
- A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications
- On G-discrepancy and mixed Monte Carlo and quasi-Monte Carlo sequences
- Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences
- Discrepancy bounds for hybrid sequences involving digital explicit inversive pseudorandom numbers
Cited in
(11)- A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions
- Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples
- On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence
- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
- Uniformly distributed points on the sphere
- A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications
- Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications”
- scientific article; zbMATH DE number 1402569 (Why is no real title available?)
- On G-discrepancy and mixed Monte Carlo and quasi-Monte Carlo sequences
- A mixed Monte Carlo and quasi-Monte Carlo sequence for multidimensional integral estimation
- Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences
This page was built for publication: Probabilistic error bounds for the discrepancy of mixed sequences
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2895880)
