A quasi-Monte Carlo method for computing double and other multiple integrals

DOI10.1007/BF01817740zbMath0206.47002OpenAlexW2040757356MaRDI QIDQ2542917

S. K. Zaremba

Publication date: 1970

Published in: Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/136038

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

Related Items

Small sample uniformity in random number generation ⋮ Approximating convolution products better than the DFT while keeping the FFT ⋮ Computing the isotropic discrepancy of point sets in two dimensions ⋮ Quasi-Monte Carlo methods and pseudo-random numbers ⋮ On a number-theoretical integration method

Cites Work

• Funktionen von beschränkter Variation in der Theorie der Gleichverteilung
• Zur angenäherten Berechnung mehrfacher Integrale
• Good lattic points, discrepancy, and numerical integration
• Some applications of multidimensional integration by parts
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