Some current issues in quasi-Monte Carlo methods

DOI10.1016/S0885-064X(03)00015-3MaRDI QIDQ1402004zbMATH OpenFDO

Authors Harald Niederreiter

Publication date 19 August 2003

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

zbMATH Keywords

randomizationerror boundsnumerical integrationquasi-Monte Carlo methodsdigital netserror reductionrandomized quasi-Monte Carlo methods\((t,s)\)-sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cited in

(4)

• Optimal Monte Carlo integration on closed manifolds
• Constructions of (t,m,s)-nets and (t,s)-sequences
• Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality
• Points on manifolds with asymptotically optimal covering radius

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