On the distribution of the norm for a multidimensional Brownian bridge
β Scribed by M. Bloznelis
- Publisher
- Springer
- Year
- 1992
- Tongue
- English
- Weight
- 639 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0363-1672
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π SIMILAR VOLUMES
Recent results in the theory of quasi-Monte Carlo methods have shown that the weighted Koksma-Hlawka inequality gives better estimates for the error of quasi-Monte Carlo algorithms. We present a method for finding good weights for several classes of functions and apply it to certain algorithms using
Pemantle, R. and M.D. Penrose, On path integrals for the high-dimensional Brownian bridge, Journal of Computational and Applied Mathematics 44 (1992) 381-390. Let u be a bounded function with bounded support in [w d, d > 3. Let x, y E Rd. Let Z(t) denote the path integral of u along the path of a Br