2009 | OriginalPaper | Buchkapitel
On Quasi-Monte Carlo Rules Achieving Higher Order Convergence
verfasst von : Josef Dick
Erschienen in: Monte Carlo and Quasi-Monte Carlo Methods 2008
Verlag: Springer Berlin Heidelberg
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Quasi-Monte Carlo rules which can achieve arbitrarily high order of convergence have been introduced recently. The construction is based on digital nets and the analysis of the integration error uses Walsh functions. Various approaches have been used to show arbitrarily high convergence. In this paper we explain the ideas behind higher order quasi-Monte Carlo rules by leaving out most of the technical details and focusing on the main ideas.