01912329

j

01912329 Sobol', I.M. Asotsky, D.I. One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods. Math. Comput. Simul. 62, No.3-6, 255-263 (2003). 2003 Elsevier Science B.V. (North-Holland), Amsterdam EN Monte Carlo method quasi-Monte Carlo method numerical integration quasi-random sequence numerical examples

doi:10.1016/S0378-4754(02)00228-8

Summary: Integrands that depend on a large number of equally important variables are considered and conditions that make expedient quasi-Monte Carlo integrations are investigated for dimensions $n\ge 300$.