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Original Articles

Decrease of the mean of the quasi-random integration error

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Pages 3581-3589 | Received 29 Dec 2018, Accepted 30 May 2019, Published online: 19 Jun 2019

References

  • Ermakov, S. M. 2017. On the Halton Quasi-random sequences randomization. Vestnik SPbSU/Mathematics 4 (62):570–6.
  • Ermakov, S. M., and S. N. Leora. 2018. Remarks on randomization of quasi-random numbers. Monte Carlo Methods and Applications 24 (2):139–45. doi:https://doi.org/10.1515/mcma-2018-0012.
  • Halton, J. H. 1960. On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals. Numerische Mathematik 2:64–90.
  • Levitan, Y. L., N. I. Markovich, S. R. Rozin, and I. M. Sobol. 1988. On quasi-random sequences for numerical calculations. USSR Computational Mathematics and Mathematical Physics 28 (5):755–9.

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