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  numerical integration of multivariate Walsh series

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by Gerhard Larcher, Wolfgang Ch. Schmid, Reinhard Wolf
http://www.mat.sbg.ac.at/~schmidw/pub.dir/postscript/minisymp.ps.gz
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Abstract:

In a series of papers by the authors and several co-authors a method for the numerical integration of high-dimensional Walsh series was developed. Walsh series play an important role in several areas as for example in image- and signalprocessing. The theory is based on the concept of (t; m; s)-nets and (T; s)-sequences developed by H. Niederreiter. These are finite point sets respectively infinite sequences in the s-dimensional unit-cube which are extremely well distributed. It is the aim of this paper to give a concise introduction in this field of quasiMonte Carlo integration, to announce some new results on the topic which are not yet published, and to state the most important problems which are still unsolved and which are of relevance for our theory.

Citations

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