QUASI-MONTE CARLO METHODS FOR THE NUMERICAL-INTEGRATION OF MULTIVARIATE WALSH-SERIES

Authors
LARCHER G SCHMID WC WOLF R
Citation
G. Larcher et al., QUASI-MONTE CARLO METHODS FOR THE NUMERICAL-INTEGRATION OF MULTIVARIATE WALSH-SERIES, Mathematical and computer modelling, 23(8-9), 1996, pp. 55-67
Citations number
16
Categorie Soggetti
Mathematics,Mathematics,"Computer Science Interdisciplinary Applications","Computer Science Software Graphycs Programming
Journal title
Mathematical and computer modelling → ACNP
ISSN journal
08957177
Volume
23
Issue
8-9
Year of publication
1996
Pages
55 - 67
Database
ISI
SICI code
0895-7177(1996)23:8-9<55:QCMFTN>2.0.ZU;2-2
Abstract
In [1], a method for the numerical integration of multivariate Walsh s eries, based on low-discrepancy point sets, was developed. In the pres ent paper, we improve and generalize error estimates given in [1] and disprove a conjecture stated in [1,2].