6 citations · 28 across the 18 of their papers we have counts for
5 papers · 1 filter
Discrepancy estimates for index-transformed uniformly distributed sequences
Peter Kritzer, Gerhard Larcher, Friedrich Pillichshammer
In this paper we show discrepancy bounds for index-transformed uniformly distributed sequences. From a general result we deduce very tight lower and upper bounds on the discrepancy…
Some highlights of Harald Niederreiter's work
Gerhard Larcher, Friedrich Pillichshammer, Arne Winterhof +1
In this paper we give a short biography of Harald Niederreiter and we spotlight some cornerstones from his wide-ranging work. We focus on his results on uniform distribution, algeb…
Discrepancy estimates for sequences: new results and open problems
Gerhard Larcher
In this paper we give an overview of recent results on (upper and lower) discrepancy estimates for (concrete) sequences in the unit-cube. In particular we also give an overview of…
On the star discrepancy of sequences in the unit interval
Gerhard Larcher
It is known that there is a constant such that for every sequence in we have for the star discrepancy of the first elements of the se…
Hybrid Monte Carlo-Methods in Credit Risk Management
Lucia Del Chicca, Gerhard Larcher
In this paper we analyze and compare the use of Monte Carlo, Quasi-Monte Carlo and hybrid Monte Carlo-methods in the credit risk management system Credit Metrics by J.P.Morgan. We…