A proof of Niederreiter's conjecture concerning error bounds for quasi-Monte Carlo integration |
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Authors: | L De Clerck |
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Institution: | Department of Mathematics, Katholieke Universiteit Leuven, Leuven B-3030, Belgium |
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Abstract: | In this paper Niederreiter's error bound for quasi-Monte Carlo integration on bounded Jordan measurable subsets of the k-dimensional unit cube Ek is improved. The new error bound, which has been conjectured by Niederreiter, reduces to the corresponding error bound given by Zaremba in case of integration on convex subsets of Ek. |
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