Component-by-component construction of shifted Halton sequences

zbMath1439.65032arXiv1501.07377MaRDI QIDQ3186461

Peter Kritzer, Friedrich Pillichshammer

Publication date: 9 August 2016

Full work available at URL: https://arxiv.org/abs/1501.07377

zbMATH Keywords

quasi-Monte Carlo integrationworst-case errorshifted Halton sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

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Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces

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