Decrease of the mean of the quasi-random integration error

DOI10.1080/03610918.2019.1627370MaRDI QIDQ5082799zbMATH OpenOpenAlexWikidataFDO

Authors Svetlana N. Leora, Sergeĭ Mikhaĭlovich Ermakov

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1627370

zbMATH Keywords

quasi-Monte Carlo methodquasi-random sequencesrandomization

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cites work

• scientific article; zbMATH DE number 4066203 (Why is no real title available?)
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Remarks on randomization of quasi-random numbers

Cited in

(1)

• Stochastic computational methods and experiment design

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