Mathematics – Numerical Analysis
Scientific paper
2010-10-29
Mathematics
Numerical Analysis
11 pages, 0 figures
Scientific paper
In the random case setting, scrambled polynomial lattice rules as discussed in \cite{BD10} enjoy more favourable strong tractablility properties than scrambled digital nets. This short note discusses the application of scrambled polynomial lattice rules to infinite-dimensional integration. In \cite{HMGNR10}, infinite-dimensional integration in the random case setting was examined in detail, and results based on scrambled digital nets were presented. Exploiting these improved strong tractability properties of scrambled polynomial lattice rules and making use of the analysis presented in \cite{HMGNR10}, we improve on the results that were achieved using scrambled digital nets.
Baldeaux Jan
No associations
LandOfFree
Scrambled Polynomial Lattice Rules for Infinite-Dimensional Integration does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Scrambled Polynomial Lattice Rules for Infinite-Dimensional Integration, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Scrambled Polynomial Lattice Rules for Infinite-Dimensional Integration will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-614710