Integration of Multivariate Haar Wavelet Series
نویسندگان
چکیده
This article considers the error of integrating multivariate Haar wavelet series by quasi-Monte Carlo rules using scrambled digital nets. Both the worst-case and random-case errors are analyzed. It is shown that scrambled net quadrature has optimal order. Moreover, there is a simple formula for the worst-case error.
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تاریخ انتشار 2001