Error bounds for quasi-Monte Carlo integration with uniform point sets

DOI10.1016/S0377-0427(02)00665-9zbMath1022.65003OpenAlexW1997219444MaRDI QIDQ1863289

Harald Niederreiter

Publication date: 11 March 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(02)00665-9

zbMATH Keywords

numerical integrationerror boundsmodulus of continuityquasi-Monte Carlo methodstar discrepancyuniform point setLebesgue-integrable function

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

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