On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions
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Publication:3196614
DOI10.1137/15M1007963zbMath1325.65012OpenAlexW1825668880MaRDI QIDQ3196614
Publication date: 30 October 2015
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1007963
numerical integrationmean squared errorconvergence rateconvex setdiscontinuous functionrandomized quasi-Monte Carlo
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)
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