• Title of article

    Variants of the Koksma-Hlawka inequality for vertex-modified quasi-Monte Carlo integration rules

  • Author/Authors

    Niederreiter، نويسنده , , Gordon H. and Sloan، نويسنده , , I.H.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    9
  • From page
    69
  • To page
    77
  • Abstract
    Vertex-modified rules have recently been introduced by the authors as a way of improving the performance of quasi-Monte Carlo methods for numerical integration. In this paper, we establish variants of the Koksma-Hlawka inequality for vertex-modified rules, and we show that there are choices for the vertex weights which, in general, yield smaller error bounds than the classical Koksma-Hlawka bound. Low-discrepancy point sets for which the local discrepancy has constant sign emerge as interesting objects of study.
  • Keywords
    Quasi-Monte Carlo integration , Vertex-modified rules , Koksma-Hlawka inequality , Discrepancy
  • Journal title
    Mathematical and Computer Modelling
  • Serial Year
    1996
  • Journal title
    Mathematical and Computer Modelling
  • Record number

    1590367