ON THE NUMERICAL-INTEGRATION OF HIGH-DIMENSIONAL WALSH-SERIES BY QUASI-MONTE CARLO METHODS

Authors
LARCHER G SCHMID WC
Citation
G. Larcher et Wc. Schmid, ON THE NUMERICAL-INTEGRATION OF HIGH-DIMENSIONAL WALSH-SERIES BY QUASI-MONTE CARLO METHODS, Mathematics and computers in simulation, 38(1-3), 1995, pp. 127-134
Citations number
10
Categorie Soggetti
Computer Sciences",Mathematics,"Computer Science Interdisciplinary Applications","Computer Science Software Graphycs Programming
Journal title
Mathematics and computers in simulation → ACNP
ISSN journal
03784754
Volume
38
Issue
1-3
Year of publication
1995
Pages
127 - 134
Database
ISI
SICI code
0378-4754(1995)38:1-3<127:OTNOHW>2.0.ZU;2-S
Abstract
Functions which can be represented by rapidly converging Walsh-series play an important role in the theory of signal-processing and image- p rocessing. A special Quasi-Monte Carlo method for the numerical integr ation of such functions in high dimensions is developed in the present paper. The method is based on the theory of (t, m, s)-nets developed by Niederreiter in the context of irregularities of distribution. Conc rete numerical experiments will show the high practical quality of the method.