Numerical analysis of Jacobi series – A quasi-Monte-Carlo approach

Robert F. Tichy

Mathematics and Computers in Simulation (MATCOM), 1998, vol. 47, issue 2, 473-481

Abstract: Fourier coefficients for multivariate Jacobi series are computed by means of low-discrepancy sequences. Error bounds are given in terms of discrepancy.

Keywords: Quasi-Monte Carlo methods; Discrepancy (search for similar items in EconPapers)
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:47:y:1998:i:2:p:473-481

DOI: 10.1016/S0378-4754(98)00129-3

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