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article · 2002

Strong tractability of multivariate integration using quasi–Monte Carlo algorithms

We study quasi–Monte Carlo algorithms based on low discrepancy sequences for multivariate integration. We consider the problem of how the minimal number of f...

55 citationsDOI: https://doi.org/10.1090/s0025-5718-02-01440-0Open accessPDF reported by metadataFull text reported by metadata
Strong tractability of multivariate integration using quasi–Monte Carlo algorithms