A construction of polynomial lattice rules with small gain coefficients
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Publication:644778
DOI10.1007/s00211-011-0385-0zbMath1298.65010arXiv1003.4785MaRDI QIDQ644778
Publication date: 7 November 2011
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.4785
variance; quasi-Monte Carlo methods; lower and upper bounds; component-by-component algorithm; polynomial lattice rules; scrambling; digital \((t,m,s)\)-nets; Korobov polynomial lattice rules; worst-case variance
65C05: Monte Carlo methods
65C10: Random number generation in numerical analysis
65D30: Numerical integration
11K36: Well-distributed sequences and other variations
11K45: Pseudo-random numbers; Monte Carlo methods
11K31: Special sequences
Related Items
Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy, Construction of interlaced scrambled polynomial lattice rules of arbitrary high order, Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
Uses Software
Cites Work
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