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On the numerical integration of high-dimensional Walsh-series by Quasi-Monte Carlo methods

✍ Scribed by G. Larcher; W.Ch. Schmid

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
352 KB
Volume
38
Category
Article
ISSN
0378-4754

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✦ Synopsis

Functions which can be represented by rapidly converging Walsh-series play an important role in the theory of signal-processing and image-processing. A special Quasi-Monte Carlo method for the numerical integration of such functions in high dimensions is developed in the present paper. The method is based on the theory of (t, m, s)-nets developed by Niederreiter in the context of irregularities of distribution. Concrete numerical experiments will show the high practical quality of the method.

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