Tractability using periodized generalized Faure sequences

DOI10.1016/J.JCO.2014.08.001zbMATHOpenAlexMaRDI QIDQ478997FDO

Authors Christiane Lemieux

Publication date 5 December 2014

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jco.2014.08.001

zbMATH Keywords

effective dimensiontractabilityfinite-order weightsgeneralized Faure sequence

Mathematics Subject Classification ID

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

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Cited in

(1)

• Tractability of multivariate integration using low-discrepancy sequences

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Uses Software

• RandQMC

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