Peer Reviewed Journal Publication

  • Column reduced digital nets. / Kritzer, Peter; Anupindi, Vishnupriya.
    in: Numerical Algorithms, Jahrgang 2026, Nr. 101, 01.03.2026.
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  • Pricing of geometric Asian options in the Volterra-Heston model. / Aichinger, Florian; Desmettre, Sascha.
    in: Review of Derivatives Research, Jahrgang 28, Nr. 1, 5, 09.03.2025, S. 5.
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  • Quasi--Monte Carlo Integration for Feedback Control Under Uncertaintyast. / Guth, Philipp; Kritzer, Peter; Kunisch, Karl.
    in: SIAM-ASA Journal on Uncertainty Quantification, Jahrgang 13, Nr. 3, 2025, S. 1228-1264.
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  • A comparative study of factor models for different periods of the electricity spot price market. / Laudage, C.; Aichinger, F.; Desmettre, S.
    in: Journal of Commodity Markets, Jahrgang 36, 01.12.2024, S. 100435.
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  • Selected aspects of tractability analysis. / Kritzer, P.
    in: Journal of Complexity, Jahrgang 84, 01.10.2024, S. 101869.
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  • A unified treatment of tractability for approximation problems defined on Hilbert spaces. / Emenike, O.; Hickernell, F.J.; Kritzer, P.
    in: Journal of Complexity, Jahrgang 84, 01.10.2024, S. 101856.
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  • Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy. / Gnewuch, M.; Kritzer, P.; Owen, A.B. et al.
    in: Information and Inference, Jahrgang 13, 03.09.2024, S. iaae021.
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  • Homogeneous algorithms and solvable problems on cones. / Krieg, D; Kritzer, P.
    in: Journal of Complexity, Jahrgang 83, 01.08.2024, S. 101840.
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  • Character sums over sparse elements of finite fields. / Merai, L.; Shparlinski, I.E.; Winterhof, A.
    in: Bulletin of the London Mathematical Society, Jahrgang 56, Nr. 4, 27.02.2024, S. 1488--1510.
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  • The fast reduced QMC matrix-vector product. / Dick, J.; Ebert, A.; Herrmann, L. et al.
    in: Journal of Computational and Applied Mathematics, Jahrgang 440, 07.11.2023, S. 115642.
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  • Tractability of L-2-approximation and integration in weighted Hermite spaces of finite smoothness. / Leobacher, Gunther; Pillichshammer, Friedrich; Ebert, Adrian.
    in: Journal of Complexity, Jahrgang 78, 15.10.2023, S. ARTN 101768.
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  • On a reduced component-by-component digit-by-digit construction of lattice point sets. / Kritzer, P.; Osisiogu, O.
    in: Uniform Distribution Theory, Jahrgang 18, Nr. 1, 01.08.2023, S. 97-140.
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  • A note on the CBC-DBD construction of lattice rules with general positive weights. / Kritzer, P.
    in: Journal of Complexity, Jahrgang 76, 01.06.2023, S. 101721.
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  • Tractability of L2-approximation and integration in weighted Hermite spaces of finite smoothness. / Leobacher, G.; Pillichshammer, F.; Ebert, A.
    in: Journal of Complexity, Jahrgang n.a., 01.06.2023, S. 101768.
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  • Exponential tractability of L2-approximation with function values. / Krieg, D.; Siedlecki, P.; Ullrich, M. et al.
    in: Advances in Computational Mathematics, Jahrgang 49, 07.03.2023, S. Article Number 18.
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  • A sharp upper bound for sampling numbers in L_2. / Dolbeault, M.; Krieg, D.; Ullrich, M.
    in: Applied and Computational Harmonic Analysis, Jahrgang 63, 01.03.2023, S. 113-134.
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  • Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces. / Ebert, A.; Kritzer, P.; Osisiogu, O. et al.
    in: Constructive Approximation, Jahrgang 56, 01.08.2022, S. 75-119.
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  • Linear complexity of sequences on Koblitz curves of genus 2. / Anupindi, V.
    in: Uniform Distribution Theory, Jahrgang 17, Nr. 2, 25.03.2022, S. 1-20.
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  • Linear complexity of some sequences derived from hyperelliptic curves of genus 2. / Anupindi, V.; Merai, L.
    in: Cryptography and Communications, Jahrgang 14, Nr. 1, 25.03.2022, S. 117--134.
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  • Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction. / Ebert, A.; Kritzer, P.; Osisiogu, O. et al.
    in: Mathematics and Computers in Simulation, Jahrgang 192, 01.02.2022, S. 399-419.
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  • Tractability of approximation in the weighted Korobov space in the worst-case setting - a complete picture. / Ebert, A.; Pillichshammer, F.
    in: Journal of Complexity, Jahrgang 67, 01.12.2021, S. 101571.
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  • On quasi-Monte Carlo methods in weighted ANOVA spaces. / Kritzer, P.; Pillichshammer, F.; Wasilkowski, G.W.
    in: Mathematics of Computation, Jahrgang 90, 01.05.2021, S. 1381-1406.
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  • Walsh functions, scrambled (0,m,s)-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration. / Wiart, Jaspar; Wong, Elaine.
    in: Mathematics and Computers in Simulation, Jahrgang 182, 01.04.2021, S. 277-295.
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  • Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness. / Ebert, A.; Kritzer, P.; Nuyens, D. et al.
    in: Journal of Complexity, Jahrgang 66, 23.02.2021, S. 101555.
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  • Exponential tractability of linear weighted tensor product problems in the worst-case setting for arbitary linear functionals. / Kritzer, P.; Pillichshammer, F.; Wozniakowski, H.
    in: Journal of Complexity, Jahrgang 61, 01.12.2020, S. 101501.
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  • Asymptotically best possible Lebesgue-type inequalities for the Fourier sums on sets of generalized Poisson integrals. / Serdyuk, A.S.; Stepaniuk, T.
    in: Filomat, Jahrgang 34, Nr. 14, 01.12.2020, S. n.a.
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  • On efficient weighted integration via a change of variables. / Kritzer, P.; Pillichshammer, F.; Plaskota, L. et al.
    in: Numerische Mathematik, Jahrgang 146, 01.11.2020, S. 545-570.
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  • On alternative quantization for doubly weighted approximation and integration over unbounded domains. / Kritzer, P.; Pillichshammer, F.; Plaskota, L. et al.
    in: Journal of Approximation Theory, Jahrgang 256, 01.08.2020, S. 105433.
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  • Hyperuniform point sets on flat tori: deterministic and probabilistic aspects. / Stepaniuk, T.
    in: Constructive Approximation, Jahrgang 52, 21.07.2020, S. 313-339.
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  • Truncation in average and worst case settings for special classes of $infty$-variate functions. / Kritzer, P.; Pillichshammer, F.; Wasilkowski, G.W.
    in: Mathematics and Computers in Simulation, Jahrgang 161, 01.07.2019, S. 52-65.
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  • Lattice rules with random n achieve nearly the optimal O(n^{-alpha-1/2}) error independently of the dimension. / Kritzer, P.; Kuo, F.Y.; Nuyens, D. et al.
    in: Journal of Approximation Theory, Jahrgang 240, 01.04.2019, S. 96-113.
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  • Approximation methods for piecewise deterministic Markov processes and their costs. / Kritzer, P.; Leobacher, G.; Szölgyenyi, M. et al.
    in: Scandinavian Actuarial Journal, Jahrgang 2019, n. 4, 01.04.2019, S. 308-335.
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  • Simple characterizations of exponential tractability for linear multivariate problems. / Kritzer, P.; Wozniakowski, H.
    in: Journal of Complexity, Jahrgang 51, 01.04.2019, S. 110-128.
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  • Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm. / Ebert, A.; Kritzer, P.
    in: Journal of Computational and Applied Mathematics, Jahrgang 351, 01.03.2019, S. 77-100.
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  • Truncation Dimension for Linear Problems on Multivariate Function Spaces. / Hinrichs, A.; Kritzer, P.; Pillichshammer, F. et al.
    in: Numerical Algorithms, Jahrgang 80, 01.02.2019, S. 661-685.
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  • Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients. / Hefter, M.; Herzwurm, A.; Müller-Gronbach, Th.
    in: Annals of Applied Probability, Jahrgang 29, 01.02.2019, S. 178-216.
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  • On the optimal order of integration in Hermite spaces with finite smoothness. / Dick, Josef; Irrgeher, Christian; Leobacher, Gunther et al.
    in: SIAM Journal on Numerical Analysis, Jahrgang 56, Nr. 2, 28.03.2018, S. 684-707.
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  • Tractability of L_2-approximation in hybrid function spaces. / Kritzer, P.; Laimer, H.; Pillichshammer, F.
    in: Functiones et Approximatio, Commentarii Mathematici, Jahrgang 58, Nr. 1, 01.03.2018, S. 89-104.
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  • Integration and approximation in cosine spaces of smooth functions. / Irrgeher, C.; Kritzer, P.; Pillichshammer, F.
    in: Mathematics and Computers in Simulation, Jahrgang 143, 01.01.2018, S. 35-45.
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  • L_infty-approximation in Korobov spaces with exponential weights. / Kritzer, P.; Pillichshammer, F.; Wozniakowski, H.
    in: Journal of Complexity, Jahrgang 41, 01.08.2017, S. 102-125.
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  • On combined component-by-component constructions of lattice point sets. / Laimer, H.
    in: Journal of Complexity, Jahrgang 38, 01.02.2017, S. 22-30.
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  • A note on equivalence of anchored and ANOVA spaces; lower bounds. / Kritzer, P.; Pillichshammer, F.; Wasilkowski, G.W.
    in: Journal of Complexity, Jahrgang 38, 01.02.2017, S. 31-38.
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  • Mixed orthogonal arrays, (u,m,e,s)-nets, and (u,e,s)-sequences. / Kritzer, P.; Niederreiter, H.
    in: Discrete Mathematics, Jahrgang 339, 01.09.2016, S. 2199-2208.
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  • Very low truncation dimension for high dimensional integration under modest error demand. / Kritzer, P.; Pillichshammer, F.; Wasilkowski, G.W.
    in: Journal of Complexity, Jahrgang 35, 01.08.2016, S. 63-85.
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  • Tractability of Multivariate Approximation Defined over Hilbert Spaces with Exponential Weights. / Irrgeher, C.; Kritzer, P.; Pillichshammer, F. et al.
    in: Journal of Approximation Theory, Jahrgang 207, 01.07.2016, S. 301-338.
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  • Approximation in Hermite spaces of smooth functions. / Irrgeher, C.; Kritzer, P.; Pillichshammer, F. et al.
    in: Journal of Approximation Theory, Jahrgang 207, 01.07.2016, S. 98-126.
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  • Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces. / Hellekalek, P.; Kritzer, P.; Pillichshammer, F.
    in: Journal of Complexity, Jahrgang 33, 01.04.2016, S. 169-189.
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  • On a projection-corrected component-by-component construction. / Dick, J.; Kritzer, P.
    in: Journal of Complexity, Jahrgang 32, 01.02.2016, S. 74-80.
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  • Numerical integration in log-Korobov and log-cosine spaces. / Dick, J.; Kritzer, P.; Leobacher, G. et al.
    in: Numerical Algorithms, Jahrgang 70, 01.12.2015, S. 753-775.
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  • From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules. / Faure, H.; Kritzer, P.; Pillichshammer, F.
    in: Indagationes Mathematicae, Jahrgang 26, 01.12.2015, S. 760-822.
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  • Uniform approximations by Fourier sums on classes of convolutions of periodic functions. / Serdyuk, A.S.; Stepaniuk, T.
    in: Bulletin de la Societe des Sciences et des Lettres de Lodz. Serie, Recherches sur les Deformations, Jahrgang to appear, 01.02.2020, S. n.a.
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Book/Monograph

  • Lattice Rules. / Dick, J.; Kritzer, P.; Pillichshammer, F.
    Springer Verlag, 2022. (Springer Series in Computational Mathematics).
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Conference Contribution: Publication in Proceedings

  • On Homomorphic Encryption Using Abelian Groups: Classical Security Analysis. / Agathocleous, E; Anupindi, V; Bachmayr, A et al.
    Women in Numbers IV. Cham: Springer, 2024. S. 1-27.
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  • Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction. / Ebert, A.; Kritzer, P.; Nuyens, D. et al.
    Monte Carlo and Quasi-Monte Carlo Methods 2018. Cham: Springer, 2020. S. 183-205.
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  • Exponential tractability of linear tensor product problems. / Hickernell, F. J.; Kritzer, P.; Wozniakowski, H. et al.
    2018 MATRIX Annals. Cham: Springer, 2020. S. 61-78.
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  • A reduced fast construction of polynomial lattice point sets with low weighted star discrepancy. / Kritzinger, R.; Laimer, H.; Neumüller, M. et al.
    Monte Carlo and Quasi-Monte Carlo Methods 2016. Cham: Springer, 2018. S. 377-394.
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  • Tractability of multivariate integration in hybrid function spaces. / Kritzer, P.; Pillichshammer, F.; Cools, R. (Herausgeber:in) et al.
    Monte Carlo and Quasi-Monte Carlo Methods 2014. Berlin: Springer, 2016. S. 437-454.
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Contribution in Collection

  • Reduced digital nets. / Anupindi, Vishnupriya; Kritzer, Peter.
    Monte Carlo and Quasi-Monte Carlo Methods. Hrsg. / Ben Feng; Christiane Lemieux. Springer, 2026. S. 169-187.
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  • Tractability of approximation in the weighted Korobov space in the worst-case setting. / Ebert, A.; Kritzer, P.; Pillichshammer, F. et al.
    Advances in Modeling and Simulation. Cham: Springer, 2022. S. 131-150 (131-150).
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  • Order estimates of best orthogonal trigonometric approximations of classes of infinitely differentiable functions. / Stepaniuk, T.; Raigorodskii, A.M. (Herausgeber:in); Rassias, M. Th (Herausgeber:in).
    Trigonometric Sums and Their Applications. Cham: Springer, 2020. S. 273-287.
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  • Adaptive approximation for multivariate linear problems with inputs lying in a cone. / Ding, Y.; Hickernell, F.J.; Kritzer, P. et al.
    Multivariate Algorithms and Information-Based Complexity. Berlin/Boston: DeGruyter, 2020. S. 109-145 (Radon Series on Computational and Applied Mathematics).
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  • Truncation Dimension for Function Approximation. / Kritzer, P.; Pillichshammer, F.; Wasilkowski, G.W. et al.
    Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan. Springer, 2018. S. 771-792.
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  • Ian Sloan and Lattice Rules. / Kritzer, P.; Niederreiter, H.; Pillichshammer, F. et al.
    Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan. Springer, 2018. S. 741-769.
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Dissertation

  • Rough Volatility in Financial Markets and Electricity Spot Price Modeling. / Aichinger, F.
    Linz: JKU, 2024.
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  • Linear complexity of some sequences derived from hyperelliptic curves of genus 2. / Anupindi, V.
    Linz: ÖAW/JKU, 2022.
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  • Quasi-Monte Carlo Methods: Component-by-Component Algorithms. / Osisiogu, O.
    Linz: JKU, 2022.
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Editorship

  • Mathematics and computers in simulation: Special issue 10th IMACS seminar on Monte Carlo methods. / Leobacher, G. (Herausgeber:in); Buckwar, E. (Herausgeber:in); Kritzer, P. (Herausgeber:in) et al.
    2018.
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