Quasi-monte carlo methods for numerical integration of multivariate Haar series
โ Scribed by Karl Entacher
- Book ID
- 110543743
- Publisher
- Springer Netherlands
- Year
- 1997
- Tongue
- English
- Weight
- 697 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0006-3835
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๐ SIMILAR VOLUMES
## 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,
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