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
โฆ LIBER โฆ
On the maximum of the generalized Brownian bridge
โ Scribed by L. Beghin; E. Orsingher
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 480 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0363-1672
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