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Volumn 25, Issue 4, 1997, Pages 1541-1562

Scrambled net variance for integrals of smooth functions

Author keywords

Integration; Latin hypercube; Multiresolution; Orthogonal array sampling; Quasi Monte Carlo; Wavelets

Indexed keywords


EID: 0031509503     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1031594731     Document Type: Article
Times cited : (226)

References (20)
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  • 10
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    • Cambridge Univ. Press
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    • OWEN, A. B. (1995). Randomly permuted (t, m, s)-nets and (t, s)-sequences. In Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (H. Niederreiter and J.-S. Shiue, eds.) 299-317. Springer, New York.
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  • 13
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    • Monte Carlo variance of scrambled net quadrature
    • To appear
    • OWEN, A. B. (1997). Monte Carlo variance of scrambled net quadrature. SIAM J. Numer. Anal. 34. To appear.
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    • Full version
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.