On quasi-Monte Carlo integrations

I.M. Sobol

Mathematics and Computers in Simulation (MATCOM), 1998, vol. 47, issue 2, 103-112

Abstract: Relations between Monte Carlo and quasi-Monte Carlo methods are analysed from both theoretical and practical points of view with special emphasis on high-dimensional integration.

Keywords: Monte Carlo method; Quasi-Monte Carlo method; Uniformly distributed sequences; Low-discrepancy sequences; Numerical integration (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (14)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:47:y:1998:i:2:p:103-112

DOI: 10.1016/S0378-4754(98)00096-2

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