Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
نویسندگان
چکیده
منابع مشابه
Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
Lattice rules are among the best methods to estimate integrals in a large numberof dimensions. They are part of the quasi-Monte Carlo set of tools. A new class of lattice rules,defined in a space of polynomials with coefficients in a finite field, is introduced in this paper, anda theoretical framework for these polynomial lattice rules is developed. A randomized version isstudi...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2003
ISSN: 1064-8275,1095-7197
DOI: 10.1137/s1064827501393782