Numerical Integration of Multivariate
نویسنده
چکیده
In the present paper we study quasi-Monte Carlo methods to integrate functions representable by generalized Haar series in high dimensions. Using (t; m; s)-nets to calculate the quasi-Monte Carlo approximation, we get best possible estimates of the integration error for practically relevant classes of functions. The local structure of the Haar functions yields interesting new aspects in proofs and results. The results are supplemented by concrete computer calculations.
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