A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy

Ralph Kritzinger; Helene Laimer; Mario Neumüller

doi:10.1007/978-3-319-91436-7_21

A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy

Ralph Kritzinger
, Helene Laimer
, Mario Neumüller

Institute of Financial Mathematics and Applied Number Theory

Research output: Chapter in Book/Report/Conference proceeding › Conference proceedings › peer-review

Original language	English
Title of host publication	MCQMC-Proceedings: Monte Carlo and Quasi-Monte Carlo Methods 2016
Editors	Peter W. Glynn, Art B. Owen
Publisher	Springer
Pages	377-394
Number of pages	18
ISBN (Print)	9783319914350
DOIs	https://doi.org/10.1007/978-3-319-91436-7_21
Publication status	Published - 2018

Publication series

Name	Springer Proceedings in Mathematics and Statistics
Volume	241
ISSN (Print)	2194-1009
ISSN (Electronic)	2194-1017

Fields of science

101 Mathematics
101007 Financial mathematics
101019 Stochastics
101025 Number theory

JKU Focus areas

Computation in Informatics and Mathematics

Access to Document

10.1007/978-3-319-91436-7_21

Cite this

Kritzinger, R., Laimer, H., & Neumüller, M. (2018). A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy. In P. W. Glynn, & A. B. Owen (Eds.), MCQMC-Proceedings: Monte Carlo and Quasi-Monte Carlo Methods 2016 (pp. 377-394). (Springer Proceedings in Mathematics and Statistics; Vol. 241). Springer. https://doi.org/10.1007/978-3-319-91436-7_21

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title = "A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy",

author = "Ralph Kritzinger and Helene Laimer and Mario Neum{\"u}ller",

year = "2018",

doi = "10.1007/978-3-319-91436-7\_21",

language = "English",

isbn = "9783319914350",

series = "Springer Proceedings in Mathematics and Statistics",

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A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy. / Kritzinger, Ralph; Laimer, Helene; Neumüller, Mario.
MCQMC-Proceedings: Monte Carlo and Quasi-Monte Carlo Methods 2016. ed. / Peter W. Glynn; Art B. Owen. Springer, 2018. p. 377-394 (Springer Proceedings in Mathematics and Statistics; Vol. 241).

Research output: Chapter in Book/Report/Conference proceeding › Conference proceedings › peer-review

TY - GEN

T1 - A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy

AU - Kritzinger, Ralph

AU - Laimer, Helene

AU - Neumüller, Mario

PY - 2018

Y1 - 2018

UR - https://www.scopus.com/pages/publications/85049917649

U2 - 10.1007/978-3-319-91436-7_21

DO - 10.1007/978-3-319-91436-7_21

M3 - Conference proceedings

SN - 9783319914350

T3 - Springer Proceedings in Mathematics and Statistics

SP - 377

EP - 394

BT - MCQMC-Proceedings: Monte Carlo and Quasi-Monte Carlo Methods 2016

A2 - Glynn, Peter W.

A2 - Owen, Art B.

PB - Springer

ER -

A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy

Publication series

Fields of science

JKU Focus areas

Access to Document

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Cite this