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Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing pp 252–262Cite as

Multivariate Walsh series, digital nets and quasi-Monte Carlo integration

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Part of the book series: Lecture Notes in Statistics ((LNS,volume 106))

Abstract

Quite recently in a series of papers ([6], [11], [9], [10], [8]) a theory of the numerical integration of multivariate Walsh series by means of (t, m, s)-nets was developed.

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References

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Author information

Authors and Affiliations

  1. Institut für Mathematik, Universität Salzburg, Hellbrunnerstraße 34, A-5020, Salzburg, Austria

    Gerhard Larcher & Wolfgang Ch. Schmid

Authors
  1. Gerhard Larcher
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  2. Wolfgang Ch. Schmid
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Editors and Affiliations

  1. Institüt für Informationsverabeitung, Osterreichische Akademie der Wissenschaften, Sonnenfelsgasse 19/2, A-1010, Wien, Austria

    Harald Niederreiter

  2. Department of Mathematical Sciences, University of Nevada, Las Vegas, 89154, Las Vegas, Nevada, USA

    Peter Jau-Shyong Shiue

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© 1995 Springer-Verlag New York, Inc.

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Larcher, G., Schmid, W.C. (1995). Multivariate Walsh series, digital nets and quasi-Monte Carlo integration. In: Niederreiter, H., Shiue, P.JS. (eds) Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Lecture Notes in Statistics, vol 106. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2552-2_16

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  • DOI: https://doi.org/10.1007/978-1-4612-2552-2_16

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-94577-4

  • Online ISBN: 978-1-4612-2552-2

  • eBook Packages: Springer Book Archive

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