Quasi-Monte Carlo, quasi-random numbers and quasi-error estimates

Ronald Kleiss
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Ronald Kleiss: CERN, Theory Division, CH-1211 Genève 23, Switzerland

International Journal of Modern Physics C (IJMPC), 1993, vol. 04, issue 02, 323-330

Abstract: We discuss quasi-random number sequences as a basis for numerical integration with potentially better convergence properties than standard Monte Carlo. The importance of the discrepancy as both a measure of smoothness of distribution and an ingredient in the error estimate is reviewed. It is argued that the classical Koksma-Hlawka inequality is not relevant for error estimates in realistic cases, and a new class of error estimates is presented, based on a generalization of the Woźniakowski lemma.

Date: 1993
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DOI: 10.1142/S0129183193000343

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