DOI

In this paper we discuss estimation of the quasi-Monte Carlo methods error in the case of calculation of high-order integrals. Quasi-random Halton sequences are considered as a special case. Randomization of these sequences by the random shift method turns out to lead to well-known random quadrature formulas with one free node. Some new properties of such formulas are pointed out. The subject is illustrated by a number of numerical examples.

Translated title of the contributionЗамечания о рандомизации квазислучайных чисел
Original languageEnglish
Pages (from-to)139-145
Number of pages7
JournalMonte Carlo Methods and Applications
Volume24
Issue number2
DOIs
StatePublished - 1 Jun 2018

    Scopus subject areas

  • Statistics and Probability
  • Applied Mathematics

    Research areas

  • Halton sequences, Quasi-Monte Carlo methods, high-dimensional integration, random cubature formulas

ID: 34734145