Integration of Multivariate Haar Wavelet Series

This article considers the error of integrating multivariate Haar wavelet series by quasi-Monte Carlo rules using scrambled digital nets. Both the worst-case and random-case errors are analyzed. It is shown that scrambled net quadrature has optimal order. Moreover, there is a simple formula for the worst-case error.

• Type: Conference
• Year: 2001
• Where: WAA
• Authors: Stefan Heinrich, Fred J. Hickernell, Rong-Xian Yue
• Keywords: Multivariate Haar Wavelet, Quasi-monte Carlo Rules, Signal Processing, WAA 2001, Worst-case Error