Error bounds for quasi-Monte Carlo integration for L_ with uniform point sets

DOI10.1007/S00605-010-0273-1MaRDI QIDQ766203zbMATH OpenOpenAlexFDO

Authors Su Hu, Yan Li

Publication date 23 March 2012

Published in Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1005.5575

zbMATH Keywords

essentially bounded measurable functionnumerical integrationquasi-Monte Carlo methoduniform point set

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05) Numerical integration (65D30)

Abstract: Niederreiter [H.Niederreiter, Error bounds for quasi-Monte Carlo integration with uniform point sets, Journal of computational and applied mathematics 150 (2003), 283-292] established new bounds for quasi-Monte Carlo integration for nodes sets with a special kind of uniformity property. Let (X,mathscr{A},mu) be an arbitrary probability space, i.e., X is an arbitrary nonempty set, mathscr{A} a sigma-algebra of subsets of X, and mu a probability measure defined on mathscr{A}. The functions considered in Niederreiter's paper are bounded mu-integrable functions on X. In this note, we extend some of his results for bounded mu-integrable functions to essentially bounded mathscr{A}-measurable functions. So Niederreiter's bounds can be used in a more general setting.

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Cites work

• Error bounds for quasi-Monte Carlo integration with uniform point sets
• scientific article; zbMATH DE number 3222151 (Why is no real title available?)

Cited in

(3)

• Error bounds for quasi-Monte Carlo integration with uniform point sets
• Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives
• Error bounds for quasi-Monte Carlo integration with nets

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