Title of article
Error bounds for quasi-Monte Carlo integration with uniform point sets
Author/Authors
Niederreiter، نويسنده , , Harald، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
10
From page
283
To page
292
Abstract
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 integrand require also the structure of a metric space.
Keywords
Numerical Integration , Quasi-Monte Carlo method , Uniform point set , Star discrepancy
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2003
Journal title
Journal of Computational and Applied Mathematics
Record number
1552000
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