Extensible lattice sequences for quasi-Monte Carlo quadrature

SIAM Journal on Scientific Computing

Volumn 22, Issue 3, 2001, Pages 1117-1138

  Hickernell, F J ^a   Hong, H S ^a   L'ecuyer P ^a   Lemieux, C ^a  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Discrepancy; Good lattice point sets; Multidimensional; Spectral test

Indexed keywords

ERROR ANALYSIS; INTEGRATION; MONTE CARLO METHODS; RANDOM NUMBER GENERATION; SEQUENTIAL MACHINES; SET THEORY; SPECTRUM ANALYSIS; VECTOR QUANTIZATION;

EXTENSIBLE LATTICE SEQUENCES; LATTICE POINT SETS; LOW DISCREPANCY SETS; QUADRATURE PROBLEMS; QUASI MONTE CARLO QUADRATURE;

COMPUTATIONAL METHODS;

EID: 0034968949     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1064827599356638     Document Type: Article

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