Probabilistic error bounds for the discrepancy of mixed sequences

DOI10.1515/MCMA-2012-0006zbMATH Open1257.65004OpenAlexW208249692MaRDI QIDQ2895880FDOQ2895880

Authors: Christoph Aistleitner, Markus Hofer 

Publication date: 13 July 2012

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2012-0006

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zbMATH Keywords

numerical integrationdiscrepancyMonte Carlo methodprobabilistic methodsquasi-Monte Carlo methodmixed sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38)

Cited In (10)

• A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
• On \(G\)-discrepancy and mixed Monte Carlo and quasi-Monte Carlo sequences
• On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence
• Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples
• Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences
• A mixed Monte Carlo and quasi-Monte Carlo sequence for multidimensional integral estimation
• A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions
• Title not available (Why is that?)
• Uniformly distributed points on the sphere
• Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications”

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