scientific article; zbMATH DE number 2051209

zbMATH Open1041.65008MaRDI QIDQ4453501FDOQ4453501

Pierre L'Ecuyer

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

quasi-Monte Carlo methodsLattice rulesdigital net constructionsdimensionwise latticeslarge-dimensional integralsresolutionwise lattices

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45)

Cited In (16)

• Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
• Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
• Constructions of general polynomial lattice rules based on the weighted star discrepancy
• Spline methods using integration lattices and digital nets
• A Tool for Custom Construction of QMC and RQMC Point Sets
• Title not available (Why is that?)
• A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
• Integrations on lattices
• A lower bound on a quantity related to the quality of polynomial lattices
• Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
• On the existence of higher order polynomial lattices based on a generalized figure of merit
• The construction of extensible polynomial lattice rules with small weighted star discrepancy
• Construction of interlaced polynomial lattice rules for infinitely differentiable functions
• Quasi-Monte Carlo methods with applications in finance
• Title not available (Why is that?)
• Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation

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