Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
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Publication:1912217
DOI10.1007/BF01298952zbMath0876.11042MaRDI QIDQ1912217
Harald Niederreiter, Gerhard Larcher, Wolfgang Ch. Schmid
Publication date: 4 June 1996
Published in: Monatshefte für Mathematik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/178723
error bound; digital nets; digital sequences; \((t,m,s)\) net; high-dimensional quasi-Monte Carlo integration; low discrepancy point sets; rapidly converging Walsh series
42C10: Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.)
65D30: Numerical integration
11K38: Irregularities of distribution, discrepancy
11K45: Pseudo-random numbers; Monte Carlo methods
Related Items
Construction algorithms for polynomial lattice rules for multivariate integration, Discrepancy estimates based on Haar functions, Projections of digital nets and sequences, Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems, On the mean square weighted \(\mathcal {L}_2\) discrepancy of randomized digital nets in prime base, Dyadic diaphony of digital sequences, Calculation of the quality parameter of digital nets and application to their construction, Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces, Bounds for the quality parameter of digital shift nets over \(\mathbb Z_2\), Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules, The weighted \(b\)-adic diaphony, Dyadic diaphony of digital nets over \(\mathbb Z_2\), Unnamed Item
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