Research output: Contribution to journal › Article › peer-review
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 contribution | Замечания о рандомизации квазислучайных чисел |
---|---|
Original language | English |
Pages (from-to) | 139-145 |
Number of pages | 7 |
Journal | Monte Carlo Methods and Applications |
Volume | 24 |
Issue number | 2 |
DOIs | |
State | Published - 1 Jun 2018 |
ID: 34734145