Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series

DOI10.1137/S0036142994264705MaRDI QIDQ5284620zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

numerical examplesWalsh functionsasset pricingRademacher functions\((t,m,s)\)-netsquasi Monte Carlo methodsWalsh-seriesquadratic resampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Cited in

(24)

• scientific article; zbMATH DE number 1341370 (Why is no real title available?)
• Construction algorithms for polynomial lattice rules for multivariate integration
• Bounds for the quality parameter of digital shift nets over Z₂
• 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
• scientific article; zbMATH DE number 822317 (Why is no real title available?)
• Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
• Discrepancy theory and quasi-Monte Carlo integration
• 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

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