On tractability of weighted integration over bounded and unbounded regions in Rs

被引:30
作者
Hickernell, FJ [1 ]
Sloan, IH
Wasilkowski, GW
机构
[1] Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R China
[2] Univ New S Wales, Sch Math, Sydney, NSW 2052, Australia
[3] Univ Kentucky, Dept Comp Sci, Lexington, KY 40506 USA
关键词
weighted integration; quasi-Monte Carlo methods; discrepancy; tractability;
D O I
10.1090/S0025-5718-04-01624-2
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We prove that for the space of functions with mixed first derivatives bounded in L-1 norm, the weighted integration problem over bounded or unbounded regions is equivalent to the corresponding classical integration problem over the unit cube, provided that the integration domain and weight have product forms. This correspondence yields tractability of the general weighted integration problem.
引用
收藏
页码:1885 / 1901
页数:17
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