Numerical analysis of Jacobi series – A quasi-Monte-Carlo approach

Fourier coefficients for multivariate Jacobi series are computed by means of low-discrepancy sequences. Error bounds are given in terms of discrepancy.

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Year of publication:	1998
Authors:	Tichy, Robert F.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 47.1998, 2, p. 473-481
Publisher:	Elsevier
Subject:	Quasi-Monte Carlo methods \| Discrepancy

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010748679