Proceedings PaperGeneralized Haar function systems, digital nets, and quasi-Monte Carlo integration
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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.