论文信息 - Letter section: Randomization of lattice rules for numerical multiple integration

Letter section: Randomization of lattice rules for numerical multiple integration

Here we investigate some procedures for the randomization of lattice rules for numerical multiple integration similar to those proposed by Cranley and Patterson (1976) for number-theoretic rules. Currently, there is no easily calculable error estimate available for general lattice rules and the randomization procedures looked at here allow the calculation of confidence intervals for the error.

S. Joe

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