Browsing by Author "Sinescu, Vasile"
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Construction of lattice rules for multiple integration based on a weighted discrepancy
Sinescu, Vasile (The University of Waikato, 2008)High-dimensional integrals arise in a variety of areas, including quantum physics, the physics and chemistry of molecules, statistical mechanics and more recently, in financial applications. In order to approximate ... -
Good intermediate-rank lattice rules based on the weighted star discrepancy
Sinescu, Vasile; Joe, Stephen (World Scientific, 2006)We study the problem of constructing good intermediate-rank lattice rules in the sense of having a low weighted star discrepancy. The intermediate-rank rules considered here are obtained by “copying” rank-1 lattice rules. ... -
Good lattice rules based on the general weighted star discrepancy
Sinescu, Vasile; Joe, Stephen (American Mathematical Society, 2007-04)We study the problem of constructing rank- lattice rules which have good bounds on the ``weighted star discrepancy''. Here the non-negative weights are general weights rather than the product weights considered in most ... -
Good lattice rules with a composite number of points based on the product weighted star discrepancy
Joe, Stephen; Sinescu, Vasile (Springer Berlin Heidelberg, 2008)Rank-1 lattice rules based on a weighted star discrepancy with weights of a product form have been previously constructed under the assumption that the number of points is prime. Here, we extend these results to the non-prime ...
Co-authors for Vasile Sinescu
Vasile Sinescu has 1 co-authors in Research Commons.