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Quasi-Monte Carlo, Discrepancies and Error Estimates
We discuss the problem of defining an estimate for the error in quasi-Monte Carlo integration. The key issue is the definition of an ensemble of quasi-random point sets that, on the one hand, includes a sufficiency of equivalent point sets, and on the other hand uses information on the degree of uni...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
1998
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/354685 |