Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
DOI10.1137/S0036142994264705zbMATH Open0861.65019OpenAlexW2008790935MaRDI QIDQ5284620FDOQ5284620
Authors: A. Lauss, Harald Niederreiter, Gerhard Larcher, Wolfgang Ch. Schmid 
Publication date: 29 April 1997
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036142994264705
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numerical examplesWalsh functionsasset pricingRademacher functions\((t,m,s)\)-netsquasi Monte Carlo methodsWalsh-seriesquadratic resampling
Cited In (24)
- Construction algorithms for polynomial lattice rules for multivariate integration
- Bounds for the quality parameter of digital shift nets over \(\mathbb Z_2\)
- A construction of polynomial lattice rules with small gain coefficients
- Constructions of general polynomial lattices for multivariate integration
- The quality parameter for digital \((t,m,s)\)-nets
- Constructions of general polynomial lattice rules based on the weighted star discrepancy
- Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II
- Quasi-Monte Carlo methods for numerical integration of multivariate Haar series
- Monte Carlo integration, quadratic resampling, and asset pricing
- Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series
- A lower bound on a quantity related to the quality of polynomial lattices
- Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
- On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods
- Optimal quadrature for Haar wavelet spaces
- Combinatorial methods in the construction of point sets with uniformity properties
- Discrepancy estimates based on Haar functions
- On the existence of higher order polynomial lattices based on a generalized figure of merit
- Title not available (Why is that?)
- Discrepancy theory and quasi-Monte Carlo integration
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
- A characterization of higher order nets using Weyl sums and its applications
- Calculation of the quality parameter of digital nets and application to their construction
- Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
- Title not available (Why is that?)
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