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A Quasi-Monte Carlo Integration Method Applied to the Computation of the Pollaczek Integral

✍ Scribed by Legrand, X.; Xemard, A.; Fleury, G.; Auriol, P.; Nucci, C.A.


Book ID
120056777
Publisher
IEEE
Year
2008
Tongue
English
Weight
825 KB
Volume
23
Category
Article
ISSN
0885-8977

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## In [l], a method for the numerical integration of multivariate Walsh series, based on low-discrepancy point sets, was developed. In the present paper, we improve and generalize error estimates given in [l] and disprove a conjecture stated in [1,2]. Keywords-Numerical integration, Walsh series,