pith. sign in

arxiv: 1403.7334 · v2 · pith:3BA2VEFSnew · submitted 2014-03-28 · 🧮 math.NA

Proof Techniques in Quasi-Monte Carlo Theory

classification 🧮 math.NA
keywords theorytoolsanalysiscarlomethodsquasi-montesurveythem
0
0 comments X
read the original abstract

In this survey paper we discuss some tools and methods which are of use in quasi-Monte Carlo (QMC) theory. We group them in chapters on Numerical Analysis, Harmonic Analysis, Algebra and Number Theory, and Probability Theory. We do not provide a comprehensive survey of all tools, but focus on a few of them, including reproducing and covariance kernels, Littlewood-Paley theory, Riesz products, Minkowski's fundamental theorem, exponential sums, diophantine approximation, Hoeffding's inequality and empirical processes, as well as other tools. We illustrate the use of these methods in QMC using examples.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.