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On tractability of weighted integration over bounded and unbounded regions in  |
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| Authors: | Fred J Hickernell Ian H Sloan Grzegorz W Wasilkowski |
| Institution: | Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong ; School of Mathematics, University of New South Wales, Sydney 2052, Australia ; Department of Computer Science, University of Kentucky, 773 Anderson Hall, Lexington, Kentucky 40506-0046 |
| Abstract: | We prove that for the space of functions with mixed first derivatives bounded in  norm, the weighted integration problem over bounded or unbounded regions is equivalent to the corresponding classical integration problem over the unit cube, provided that the integration domain and weight have product forms. This correspondence yields tractability of the general weighted integration problem. |
| Keywords: | Weighted integration quasi--Monte Carlo methods discrepancy tractability |
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