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Volumn 37, Issue 4, 1997, Pages 846-861

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

Author keywords

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

Indexed keywords


EID: 27644505429     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02510355     Document Type: Article
Times cited : (18)

References (14)
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    • K. Entacher, Generalized Haar function systems, digital nets and quasi-Monte Carlo integration, in Wavelet Applications III, Proc. SPIE 2762, H. H. Szu, ed., 1996. Available on the internet at http://random.mat.sbg.ac.at.
    • (1996) Proc. SPIE 2762
    • Entacher, K.1
  • 3
    • 0002515387 scopus 로고
    • General discrepancy estimates III: The Erdös-Turàn-Koksma inequality for the Haar function system
    • P. Hellekalek, General discrepancy estimates III: The Erdös-Turàn-Koksma inequality for the Haar function system, Monatsh. Math., 120 (1995), pp. 25-45.
    • (1995) Monatsh. Math. , vol.120 , pp. 25-45
    • Hellekalek, P.1
  • 5
    • 0001714473 scopus 로고    scopus 로고
    • Optimal polynomials for (t, m, s)-nets and numerical integration of Walsh series
    • G. Larcher, A. Lauß, H. Niederreiter, and W. Ch. Schmid, Optimal polynomials for (t, m, s)-nets and numerical integration of Walsh series, SIAM J. Numer. Analysis, 33 (1996), pp. 2239-2253..
    • (1996) SIAM J. Numer. Analysis , vol.33 , pp. 2239-2253
    • Larcher, G.1    Lauß, A.2    Niederreiter, H.3    Schmid, W.Ch.4
  • 6
    • 0011452936 scopus 로고
    • Multivariate Walsh series, digital nets and quasi-Monte Carlo integration
    • Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, H. Niederreiter and P. Jau-Shyong Shiue, eds., Springer
    • G. Larcher and W. Ch. Schmid, Multivariate Walsh series, digital nets and quasi-Monte Carlo integration, in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, H. Niederreiter and P. Jau-Shyong Shiue, eds., volume 106, Lecture Notes in Statistics, Springer, pp. 252-262, 1995.
    • (1995) Lecture Notes in Statistics , vol.106 , pp. 252-262
    • Larcher, G.1    Schmid, W.Ch.2
  • 7
    • 84968512988 scopus 로고
    • Representation of functions as Walsh series to different bases and an application to the numerical integration of high-dimensional Walsh series
    • G. Larcher, W. Ch. Schmid, and R. Wolf. Representation of functions as Walsh series to different bases and an application to the numerical integration of high-dimensional Walsh series, Math. Comp., 63 (1994), pp. 701-716.
    • (1994) Math. Comp. , vol.63 , pp. 701-716
    • Larcher, G.1    Schmid, W.Ch.2    Wolf, R.3
  • 8
    • 0038624651 scopus 로고    scopus 로고
    • Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series
    • 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.
    • (1996) Math. Comput. Modelling , vol.23 , Issue.8-9 , pp. 55-67
    • Larcher, G.1    Schmid, W.Ch.2    Wolf, R.3
  • 9
    • 84968517847 scopus 로고
    • On the numerical integration of Walsh series by number-theoretic methods
    • G. Larcher and C. Traunfellner, On the numerical integration of Walsh series by number-theoretic methods, Math. Comp., 63 (1994), pp. 277-291.
    • (1994) Math. Comp. , vol.63 , pp. 277-291
    • Larcher, G.1    Traunfellner, C.2
  • 10
    • 8344289793 scopus 로고
    • Point sets and sequences with small discrepancy
    • H. Niederreiter, Point sets and sequences with small discrepancy, Monatsh. Math., 104 (1987), pp. 273-337.
    • (1987) Monatsh. Math. , vol.104 , pp. 273-337
    • Niederreiter, H.1
  • 11
    • 0002071152 scopus 로고
    • Low-discrepancy and low-dispersion sequences
    • H. Niederreiter, Low-discrepancy and low-dispersion sequences, J. Number Theory, 30 (1988), pp. 51-70.
    • (1988) J. Number Theory , vol.30 , pp. 51-70
    • Niederreiter, H.1
  • 13
    • 0001352321 scopus 로고
    • The distribution of points in a cube and the approximate evaluation of integrals
    • In Russian
    • I. M. Sobol', The distribution of points in a cube and the approximate evaluation of integrals, Zh. Vycisl. Mat. i Mat Fiz., 7 (1967), pp. 784-802. (In Russian).
    • (1967) Zh. Vycisl. Mat. i Mat Fiz. , vol.7 , pp. 784-802
    • Sobol, I.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.