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Convergence rates for the Array-RQMC method

Pierre l'Ecuyer 1 Christian Lécot 2, 3 Bruno Tuffin 4
1 DIRO - Département d'Informatique et de Recherche Opérationnelle [Montreal]
2 LAMA - Laboratoire de Mathématiques
3 USMB [Université de Savoie] [Université de Chambéry] - Université Savoie Mont Blanc
4 DIONYSOS - Dependability Interoperability and perfOrmance aNalYsiS Of networkS
Inria Rennes – Bretagne Atlantique , IRISA-D2 - RÉSEAUX, TÉLÉCOMMUNICATION ET SERVICES
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Conference papers
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https://hal.inria.fr/hal-01096402
Contributor : Bruno Tuffin <>
Submitted on : Wednesday, December 17, 2014 - 2:25:45 PM
Last modification on : Wednesday, June 16, 2021 - 3:40:54 AM

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  • HAL Id : hal-01096402, version 1

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Citation

Pierre l'Ecuyer, Christian Lécot, Bruno Tuffin. Convergence rates for the Array-RQMC method. Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC'14), Apr 2014, Leuven, Belgium. ⟨hal-01096402⟩

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