Generalized Haar function systems, digital nets, and quasi-Monte Carlo integration

Karl Entacher

doi:10.1117/12.235986

22 March 1996 Generalized Haar function systems, digital nets, and quasi-Monte Carlo integration

Karl Entacher

Proceedings Volume 2762, Wavelet Applications III; (1996) https://doi.org/10.1117/12.235986
Event: Aerospace/Defense Sensing and Controls, 1996, Orlando, FL, United States

Abstract

Quasi-Monte Carlo methods are an extremely effective approach for computing high dimensional integrals. In this paper we present a concept based on generalized Haar functions systems that allow us to estimate the integration error for practically relevant classes of functions. The local structure of the Haar functions yields interesting new aspects in proofs and results. The results are supplemented by concrete computer calculations.

Citation Download Citation

Karl Entacher "Generalized Haar function systems, digital nets, and quasi-Monte Carlo integration", Proc. SPIE 2762, Wavelet Applications III, (22 March 1996); https://doi.org/10.1117/12.235986

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