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» The error bounds and tractability of quasi-Monte Carlo algor...
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MOC
2002
118views more  MOC 2002»
13 years 3 months ago
The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
Dimensionally unbounded problems are frequently encountered in practice, such as in simulations of stochastic processes, in particle and light transport problems and in the problem...
Fred J. Hickernell, Xiaoqun Wang
MOC
2002
86views more  MOC 2002»
13 years 3 months ago
On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weight
We develop and justify an algorithm for the construction of quasi
Ian H. Sloan, Frances Y. Kuo, Stephen Joe