Title of article :
Error bounds for quasi-Monte Carlo integration with uniform point sets
Author/Authors :
Niederreiter، نويسنده , , Harald، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
We establish new error bounds for quasi-Monte Carlo integration for node sets with a special kind of uniformity property. The methods of proving these error bounds work for arbitrary probability spaces. Only the bounds in terms of the modulus of continuity of the integrand require also the structure of a metric space.
Keywords :
Numerical Integration , Quasi-Monte Carlo method , Uniform point set , Star discrepancy
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics