Scrambled polynomial lattice rules for infinite-dimensional integration

Baldeaux, JF

Scrambled polynomial lattice rules for infinite-dimensional integration

Baldeaux, JF

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Publisher:: Springer
Publication Type:: Conference Proceeding
Citation:: Monte Carlo and Quasi-Monte Carlo Methods 2010, 2012, pp. 255 - 263
Issue Date:: 2012-01

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Field	Value	Language
dc.contributor.author	Baldeaux, JF	en_US
dc.contributor.editor	Wozniakowski, H	en_US
dc.contributor.editor	Plaskota, L	en_US
dc.date	2010-08-15	en_US
dc.date.issued	2012-01	en_US
dc.identifier.citation	Monte Carlo and Quasi-Monte Carlo Methods 2010, 2012, pp. 255 - 263	en_US
dc.identifier.isbn	978-3-642-27440-4	en_US
dc.identifier.uri	http://hdl.handle.net/10453/22692
dc.description.abstract	In the random case setting, scrambled polynomial lattice rules, as discussed in Baldeaux and Dick (Numer. Math. 119:271-297,2011), enjoy more favorable strong tractability properties than crambled digital nets. This short note discusses the application of scrambled polynomial lattice rules to infinitedimensional integration. In Hickemell et al. (J Complex 26:229-254, 2010), infinitedimensional integration in the random case setting was examined in detail, and results based on scrambled digital nets were presented. Exploiting these improved strong tractability properties of scrambled polynomial lattice rules and making use of the analysis presented.in Hickemell et al (J Complex 26:229-254, 2010), we improve on the results that were achieved using scrambled digital nets.	en_US
dc.publisher	Springer	en_US
dc.relation.ispartof	Monte Carlo and Quasi-Monte Carlo Methods 2010	en_US
dc.relation.ispartof	International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing	en_US
dc.relation.isbasedon	10.1007/978-3-642-27440-4	en_US
dc.title	Scrambled polynomial lattice rules for infinite-dimensional integration	en_US
dc.type	Conference Proceeding
utslib.location	Poland	en_US
utslib.location.activity	Warsaw, Poland	en_US
utslib.for	150201 Finance	en_US
dc.location.activity	Warsaw, Poland	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.place-of-publication	Poland	en_US
pubs.start-date	2010-08-15	en_US

Abstract:

In the random case setting, scrambled polynomial lattice rules, as discussed in Baldeaux and Dick (Numer. Math. 119:271-297,2011), enjoy more favorable strong tractability properties than crambled digital nets. This short note discusses the application of scrambled polynomial lattice rules to infinitedimensional integration. In Hickemell et al. (J Complex 26:229-254, 2010), infinitedimensional integration in the random case setting was examined in detail, and results based on scrambled digital nets were presented. Exploiting these improved strong tractability properties of scrambled polynomial lattice rules and making use of the analysis presented.in Hickemell et al (J Complex 26:229-254, 2010), we improve on the results that were achieved using scrambled digital nets.

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http://hdl.handle.net/10453/22692