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Proceedings Paper

Generalized Haar function systems, digital nets, and quasi-Monte Carlo integration
Author(s): Karl Entacher
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Paper 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.

Paper Details

Date Published: 22 March 1996
PDF: 12 pages
Proc. SPIE 2762, Wavelet Applications III, (22 March 1996); doi: 10.1117/12.235986
Show Author Affiliations
Karl Entacher, Univ. Salzburg (Austria)

Published in SPIE Proceedings Vol. 2762:
Wavelet Applications III
Harold H. Szu, Editor(s)

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