Strong tractability of integration using scrambled Niederreiter points
نویسندگان
چکیده
منابع مشابه
Strong tractability of integration using scrambled Niederreiter points
We study the randomized worst-case error and the randomized error of scrambled quasi–Monte Carlo (QMC) quadrature as proposed by Owen. The function spaces considered in this article are the weighted Hilbert spaces generated by Haar-like wavelets and the weighted Sobolev-Hilbert spaces. Conditions are found under which multivariate integration is strongly tractable in the randomized worst-case s...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2005
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-05-01755-2