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Published at December 10

Multilevel randomized quasi-Monte Carlo estimator for nested integration

math.NA
cs.NA
62F15, 65C05, 65D30, 65D32

Released Date: December 10, 2024

Authors: Arved Bartuska, André Gustavo Carlon, Luis Espath, Sebastian Krumscheid, Raúl Tempone

Arxiv: http://arxiv.org/pdf/2412.07723v1