On the numerical integration of high-dimensional Walsh-series by Quasi-Monte Carlo methods

G. Larcher and W.Ch. Schmid

Mathematics and Computers in Simulation (MATCOM), 1995, vol. 38, issue 1, 127-134

Abstract: Functions which can be represented by rapidly converging Walsh-series play an important role in the theory of signal-processing and image- processing. A special Quasi-Monte Carlo method for the numerical integration of such functions in high dimensions is developed in the present paper. The method is based on the theory of (t, m, s)-nets developed by Niederreiter in the context of irregularities of distribution. Concrete numerical experiments will show the high practical quality of the method.

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:38:y:1995:i:1:p:127-134

DOI: 10.1016/0378-4754(93)E0075-G

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