The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
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Publication:3147179
DOI10.1090/S0025-5718-01-01377-1zbMath1032.65006MaRDI QIDQ3147179
Xiaoqun Wang, Fred J. Hickernell
Publication date: 18 September 2002
Published in: Mathematics of Computation (Search for Journal in Brave)
Hilbert space; error bound; reproducing kernel; tractability; Halton sequence; generalized variation; infinite dimensional integration; generalized discrepancy; quasi-Monte Carlo algorithm
65C05: Monte Carlo methods
65D32: Numerical quadrature and cubature formulas
65Y20: Complexity and performance of numerical algorithms
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Cites Work
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Integration and approximation in arbitrary dimensions
- Average case complexity of multivariate integration
- Discrépance de suites associées à un système de numération (en dimension s)
- Quasi-Random Sequences and Their Discrepancies
- A generalized discrepancy and quadrature error bound
- On tractability of path integration
- Theory of Reproducing Kernels
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