Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces

Theory of reproducing kernels

N. Aronszajn · Transactions of the American Mathematical Society · 1950 · 5.4K citations · Full text

Natural Sciences, Mathematics, Computational Geometry +9

Random Number Generation and Quasi-Monte Carlo Methods.

Bruce Jay Collings, Harald Niederreiter · Journal of the American Statistical Association · 1993 · 3K citations

Computing, Computer Science, Algorithms +16

On the distribution of points in a cube and the approximate evaluation of integrals

I. M. Sobol · USSR Computational Mathematics and Mathematical Physics · 1967 · 2.9K citations

Computing, Computer Science, Computational Geometry +11

A Closed Set of Normal Orthogonal Functions

J. L. Walsh · American Journal of Mathematics · 1923 · 975 citations

Natural Sciences, Mathematics, Computational Geometry +4

When Are Quasi-Monte Carlo Algorithms Efficient for High Dimensional Integrals?

Ian H. Sloan, Henryk Woźniakowski · Journal of Complexity · 1998 · 630 citations · Full text

Computing, Computer Science, Mathematics +9