On the Distribution of Integration Error by Randomly-Shifted Lattice Rules

  title={On the Distribution of Integration Error by Randomly-Shifted Lattice Rules},
  author={Pierre L’Ecuyer and David Munger and Bruno Tuffin},
Abstract: A lattice rule with a randomly-shifted lattice estimates a mathematical expectation, written as an integral over the s-dimensional unit hypercube, by the average of n evaluations of the integrand, at the n points of the shifted lattice that lie inside the unit hypercube. This average provides an unbiased estimator of the integral and, under appropriate smoothness conditions on the integrand, it has been shown to converge faster as a function of n than the average at n independent… CONTINUE READING
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