Quasi-Monte Carlo methods for numerical integration of multivariate Haar series II

BIT Numerical Mathematics

Volumn 38, Issue 2, 1998, Pages 283-292

  Entacher, Karl ^a  

^a UNIVERSITY OF SALZBURG   (Austria)

Author keywords

Generalized Haar functions; Low discrepancy point sets; Multivariate Haar series; Numerical integration; Quasi Monte Carlo methods

Indexed keywords

EID: 0000237712     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02512368     Document Type: Article

References (10)

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3. K. Entacher, Quasi-Monte Carlo methods for numerical integration of multivariate Haar series, BIT, 37:4 (1997), pp. 845-860.
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7. G. Larcher, W. Ch. Schmid, and R. Wolf, Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series, Math. Comput. Modelling, 23:8/9 (1996), pp. 55-67.
8. H. Niederreiter, Random Number Generation and Quasi-Monte Carlo Methods, SIAM, Philadelphia, 1992.
9. W. Ch. Schmid and R. Wolf, Bounds for digital nets and sequences, Acta Arith., 78 (1996), pp. 377-399.
10. I. M. Sobol', Multidimensional Quadrature Formulas and Haar Functions, Izdat. "Nauka", Moscow, 1969 (in Russian).