Quasi-Monte Carlo for an Integrand with a Singularity Along a Diagonal in the Square
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Publication:4611796
DOI10.1007/978-3-319-72456-0_6zbMath1405.65006arXiv1609.07444OpenAlexW2527484249MaRDI QIDQ4611796
Publication date: 22 January 2019
Published in: Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.07444
Related Items (3)
On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo ⋮ Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube ⋮ A Strong Law of Large Numbers for Scrambled Net Integration
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- A Koksma–Hlawka Inequality for Simplices
- Low Discrepancy Constructions in the Triangle
- Multidimensional Variation for Quasi-Monte Carlo
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