Approximation of quasi-Monte Carlo worst case error in weighted spaces of infinitely times smooth functions
From MaRDI portal
Publication:1675945
DOI10.1016/j.cam.2017.08.010zbMath1377.65001arXiv1611.00561MaRDI QIDQ1675945
Takehito Yoshiki, Makoto Matsumoto, Ryuichi Ohori
Publication date: 3 November 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.00561
exponential function; quasi-Monte Carlo integration; infinitely differentiable functions; worst case error; Walsh coefficients; digital net
65C05: Monte Carlo methods