A construction of polynomial lattice rules with small gain coefficients

DOI10.1007/s00211-011-0385-0zbMath1298.65010arXiv1003.4785OpenAlexW1988921022MaRDI QIDQ644778

Jan Baldeaux, Josef Dick

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

zbMATH Keywords

variancequasi-Monte Carlo methodslower and upper boundscomponent-by-component algorithmpolynomial lattice rulesscramblingdigital \((t,m,s)\)-netsKorobov polynomial lattice rulesworst-case variance

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical integration (65D30) Well-distributed sequences and other variations (11K36) Pseudo-random numbers; Monte Carlo methods (11K45) Special sequences (11K31)

Related Items (3)

Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration ⋮ Construction of interlaced scrambled polynomial lattice rules of arbitrary high order ⋮ Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy

Uses Software

• Algorithm 823
• TOMS659
• sobol.cc

Cites Work

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• Remark on algorithm 659
• Algorithm 823

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