The price of pessimism for multidimensional quadrature

DOI10.1006/jcom.2001.0593zbMath1006.65022OpenAlexW2006465370MaRDI QIDQ1347848

Fred J. Hickernell, Henryk Woźniakowski

Publication date: 16 February 2003

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcom.2001.0593

zbMATH Keywords

Hilbert spacemultivariate integrationworst-case errorquadrature errorMonte Carlo quadratureexpected erroraverage-case errorrandom-case errorshifted lattice rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

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