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Quasi-Monte Carlo methods for the numerical integration of multivariate walsh series

✍ Scribed by G. Larcher; W.Ch. Schmid; R. Wolf

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
781 KB
Volume
23
Category
Article
ISSN
0895-7177

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✦ Synopsis

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, Low-discrepancy point sets, Quasi-Monte Carlo methods. RN(f) := 1)' f(x) dx -$ N2 f(x,) n=O < K(s, a, c, b) . bt("-') . "";f~:-l, for all f E JZz (c) .

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