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What Affects the Accuracy of Quasi-Monte Carlo Quadrature?

  • Fred J. Hickernell
Conference paper

Abstract

Quasi-Monte Carlo quadrature methods have been used for several decades. Their accuracy ranges from excellent to poor, depending on the problem. This article discusses how quasi-Monte Carlo quadrature error can be assessed, and what are the factors that influence it.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2000

Authors and Affiliations

  • Fred J. Hickernell
    • 1
  1. 1.Department of MathematicsHong Kong Baptist UniversityKowloon Tong, Hong Kong SARChina

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