Average case complexity of multivariate integration

DOI10.1090/S0273-0979-1991-15985-9zbMath0729.65010OpenAlexW2106149169MaRDI QIDQ3355138

Publication date: 1991

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0273-0979-1991-15985-9

zbMATH Keywords

Monte-Carlo algorithm optimal design multivariate integration average case complexity Wiener sheet measure Hammersley points optimal sample points

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

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Cites Work