• 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