Error trends in quasi-Monte Carlo integration
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Publication:709518
DOI10.1016/j.cpc.2004.02.004zbMath1196.65026OpenAlexW2028231935MaRDI QIDQ709518
Publication date: 18 October 2010
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cpc.2004.02.004
Related Items (4)
Degradation-based maintenance decision using stochastic filtering for systems under imperfect maintenance ⋮ Quasi-random integration in high dimensions ⋮ On scrambled Halton sequences ⋮ Error in Monte Carlo, quasi-error in quasi-Monte Carlo
Uses Software
Cites Work
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- Algorithm 823
- On the distribution of points in a cube and the approximate evaluation of integrals
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