Discrepancy-based error estimates for quasi-Monte Carlo. III: Error distributions and central limits

DOI10.1016/S0010-4655(96)00154-3zbMath0926.65029arXivhep-ph/9609244MaRDI QIDQ1292601

Ronald Kleiss, Jiri K. Hoogland

Publication date: 25 August 1999

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/hep-ph/9609244

zbMATH Keywords

quasi-Monte Carlo integrationcentral limitserror distributionsGaussian error distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (5)

Gaussian limits for discrepancies. I: Asymptotic results ⋮ Statistical properties of generalized discrepancies ⋮ Error in Monte Carlo, quasi-error in quasi-Monte Carlo ⋮ Quantum field theory for discrepancies ⋮ Quantum field theory for discrepancies. II: \(1/N\) corrections using fermions

Cites Work

• Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism
• Discrepancy-based error estimates for quasi-Monte Carlo. II: Results in one dimension
• Unnamed Item
• Unnamed Item

This page was built for publication: Discrepancy-based error estimates for quasi-Monte Carlo. III: Error distributions and central limits