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Introduction to Quasi-Monte Carlo Integration and Applications pp 55–72Cite as

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QMC Integration in Reproducing Kernel Hilbert Spaces

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Abstract

We return to the problem of numerical integration of multivariate functions. As already mentioned in Sect. 1.1, we normalize the integration domain to be the compact unit cube [0, 1]s, and hence the integrals considered are of the form (1.1).

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Authors and Affiliations

  1. Institute of Financial Mathematics, University of Linz, Linz, Austria

    Gunther Leobacher

  2. University of Linz, Linz, Austria

    Friedrich Pillichshammer

Authors
  1. Gunther Leobacher
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  2. Friedrich Pillichshammer
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© 2014 Springer International Publishing Switzerland

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Leobacher, G., Pillichshammer, F. (2014). QMC Integration in Reproducing Kernel Hilbert Spaces. In: Introduction to Quasi-Monte Carlo Integration and Applications. Compact Textbooks in Mathematics. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-03425-6_3

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