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Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces |
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| Institution: | 1. Fachbereich Mathematik, Universität Salzburg, Hellbrunnerstr. 34, 5020 Salzburg, Austria;2. Institut für Finanzmathematik, Johannes Kepler Universität Linz, Altenbergerstr. 69, 4040 Linz, Austria;3. Johann Radon Institute for Computational and Applied Mathematics (RICAM), Austrian Academy of Sciences, Altenbergerstr. 69, 4040 Linz, Austria |
| Abstract: | |
| Keywords: | Quasi-Monte Carlo integration of open type Halton sequences Worst-case error Randomized point sets Sobolev space |
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