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WAA
2001
Springer

Integration of Multivariate Haar Wavelet Series

14 years 4 months ago
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.
Stefan Heinrich, Fred J. Hickernell, Rong-Xian Yue
Added 30 Jul 2010
Updated 30 Jul 2010
Type Conference
Year 2001
Where WAA
Authors Stefan Heinrich, Fred J. Hickernell, Rong-Xian Yue
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