Please use this identifier to cite or link to this item: https://doi.org/10.1016/S0377-0427(02)00665-9
Title: Error bounds for quasi-Monte Carlo integration with uniform point sets
Authors: Niederreiter, H. 
Keywords: Numerical integration
Quasi-Monte Carlo method
Star discrepancy
Uniform point set
Issue Date: 15-Jan-2003
Citation: Niederreiter, H. (2003-01-15). Error bounds for quasi-Monte Carlo integration with uniform point sets. Journal of Computational and Applied Mathematics 150 (2) : 283-292. ScholarBank@NUS Repository. https://doi.org/10.1016/S0377-0427(02)00665-9
Abstract: We establish new error bounds for quasi-Monte Carlo integration for node sets with a special kind of uniformity property. The methods of proving these error bounds work for arbitrary probability spaces. Only the bounds in terms of the modulus of continuity of the integrand require also the structure of a metric space. © 2002 Elsevier Science B.V. All rights reserved.
Source Title: Journal of Computational and Applied Mathematics
URI: http://scholarbank.nus.edu.sg/handle/10635/103204
ISSN: 03770427
DOI: 10.1016/S0377-0427(02)00665-9
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