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Integration of multivariate Haar wavelet series

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (2001) 2251 99-106
DOI: 10.1007/3-540-45333-4_14
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Abstract

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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APA

Heinrich, S., Hickernell, F. J., & Yue, R. X. (2001). Integration of multivariate Haar wavelet series. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 2251, pp. 99–106). Springer Verlag. https://doi.org/10.1007/3-540-45333-4_14

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