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

被引：15

作者：

Niederreiter, H ^{[1
]}

机构：

[1] Natl Univ Singapore, Dept Math, Singapore 117543, Singapore

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2003年 / 150卷 / 02期

关键词：

numerical integration; quasi-Monte Carlo method; uniform point set; star discrepancy;

D O I：

10.1016/S0377-0427(02)00665-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We establish new error bounds for quasi-Monte Carlo integration for node sets with a special kind of uniformity property. The methods of proving these error bounds work for arbitrary probability spaces. Only the bounds in terms of the modulus of continuity of the integand require also the structure of a metric space. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：283 / 292

页数：10

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