Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces

Author:

Kuo F.Y.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Numerical Analysis,Statistics and Probability,Algebra and Number Theory,General Mathematics

Reference11 articles.

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2. Inequalities;Hardy,1934

3. Lattice rules: How well do they measure up?;Hickernell,1998

4. F.J. Hickernell, H.S. Hong, Quasi-Monte Carlo methods and their randomizations, in: R. Chan, Y.-K. Kwok, D. Yao, Q. Zhang (Eds.), Applied Probability, AMS/IP Studies in Advanced Mathematics 26, American Mathematical Society, Providence (2002) 59–77.

5. Integration and approximation in arbitrary dimensions;Hickernell;Adv. Comput. Math.,2000

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