Quasi-Monte Carlo integration over R^s based on digital nets

DOI10.1016/J.CAM.2024.116451MaRDI QIDQ7023822zbMATH OpenFDO

Authors Josef Dick, Friedrich Pillichshammer

Publication date 21 February 2025

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2024.116451

zbMATH Keywords

digital netsdigital shiftsinversion methodnumerical integrationquasi-Monte Carlo

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Numerical integration (65D30)

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Cited in

(1)

• Quasi-Monte Carlo methods for mixture distributions and approximated distributions via piecewise linear interpolation

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