On the root mean square weighted \(L_{2}\) discrepancy of scrambled nets

DOI10.1016/j.jco.2003.08.007zbMath1073.65005OpenAlexW2092904482MaRDI QIDQ1888373

Friedrich Pillichshammer

Publication date: 23 November 2004

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

Full work available at URL: https://doi.org/10.1016/j.jco.2003.08.007

zbMATH Keywords

quasi-Monte Carlo methodsscrampled netsweighted \(L_2\) discrepancy

Mathematics Subject Classification ID

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

Related Items (2)

Sharp bounds for Seiffert mean in terms of root mean square ⋮ Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces

Cites Work

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• Discrépance de suites associées à un système de numération (en dimension s)
• The mean square discrepancy of randomized nets
• Monte Carlo Variance of Scrambled Net Quadrature
• Weighted discrepancy of Faure-Niederreiter nets for a certain sequence of weights
• Quadrature Error Bounds with Applications to Lattice Rules
• On irregularities of distribution
• Geometric discrepancy. An illustrated guide

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