Low discrepancy sequences in high dimensions: how well are their projections distributed?

DOI10.1016/j.cam.2007.01.005zbMath1144.65003MaRDI QIDQ2479345

Xiaoqun Wang, Ian H. Sloan

Publication date: 26 March 2008

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

Full work available at URL: https://doi.org/10.1016/j.cam.2007.01.005

zbMATH Keywords

multivariate integration; Quasi-Monte Carlo methods; Low discrepancy sequences; order-l, superposition and truncation discrepancies; reproducing kernel weighted Hilbert spaces

Mathematics Subject Classification ID

65C05: Monte Carlo methods

46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)

11K38: Irregularities of distribution, discrepancy

11K36: Well-distributed sequences and other variations

11K45: Pseudo-random numbers; Monte Carlo methods

Related Items

The effective dimension and quasi-Monte Carlo integration

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