On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}
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Publication:4813614
DOI10.1090/S0025-5718-04-01624-2zbMath1068.65005OpenAlexW1620981000MaRDI QIDQ4813614
Fred J. Hickernell, Ian H. Sloan, Grzegorz W. Wasilkowski
Publication date: 13 August 2004
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-04-01624-2
Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Approximate quadratures (41A55) Prediction theory (aspects of stochastic processes) (60G25)
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Cites Work
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- Deterministic and stochastic error bounds in numerical analysis
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- A generalized discrepancy and quadrature error bound
- The inverse of the star-discrepancy depends linearly on the dimension
- Some applications of multidimensional integration by parts
- Convergence of stochastic processes
- Intractability results for integration and discrepancy
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