Dmitriy Bilyk, Josef Dick, Friedrich Pillichshammer
The contributions in this book focus on a variety of topics related to discrepancy theory, comprising Fourier techniques to analyze discrepancy, low discrepancy point sets for quasi-Monte Carlo integration, probabilistic discrepancy bounds, dispersion of point sets, pair correlation of sequences, integer points in convex bodies, discrepancy with respect to geometric shapes other than rectangular boxes, and also open problems in discrepany theory.
The contributions in this book focus on a variety of topics related to discrepancy theory, comprising Fourier techniques to analyze discrepancy, low d...
Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.
Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehe...
Josef Dick, Peter Kritzer, Friedrich Pillichshammer
Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.
Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehe...