Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

Jan Baldeaux; Josef Dick; Gunther Leobacher; Dirk Nuyens; Friedrich Pillichshammer

doi:10.1007/s11075-011-9497-y

Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

Jan Baldeaux
, Josef Dick
, Gunther Leobacher
, Dirk Nuyens
, Friedrich Pillichshammer

Institute of Financial Mathematics and Applied Number Theory

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	403-431
Number of pages	29
Journal	Numerical Algorithms
Volume	59
Issue number	3
DOIs	https://doi.org/10.1007/s11075-011-9497-y
Publication status	Published - Mar 2012

Fields of science

101025 Number theory
101007 Financial mathematics

JKU Focus areas

Computation in Informatics and Mathematics

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10.1007/s11075-011-9497-y

Cite this

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title = "Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules",

author = "Jan Baldeaux and Josef Dick and Gunther Leobacher and Dirk Nuyens and Friedrich Pillichshammer",

year = "2012",

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doi = "10.1007/s11075-011-9497-y",

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journal = "Numerical Algorithms",

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T1 - Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

AU - Baldeaux, Jan

AU - Dick, Josef

AU - Leobacher, Gunther

AU - Nuyens, Dirk

AU - Pillichshammer, Friedrich

PY - 2012/3

Y1 - 2012/3

UR - https://www.scopus.com/pages/publications/84856711935

U2 - 10.1007/s11075-011-9497-y

DO - 10.1007/s11075-011-9497-y

M3 - Article

SN - 1572-9265

VL - 59

SP - 403

EP - 431

JO - Numerical Algorithms

JF - Numerical Algorithms

IS - 3

ER -

Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

Fields of science

JKU Focus areas

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