Peter Mathé

	2009
15		Peter Mathé, Sergei V. Pereverzev: The use of higher order finite difference schemes is not dangerous. J. Complexity 25(1): 3-10 (2009)
	2008
14		Peter Mathé, Bernd Hofmann: Direct and inverse results in variable Hilbert scales. Journal of Approximation Theory 154(2): 77-89 (2008)
	2007
13		Peter Mathé, Erich Novak: Simple Monte Carlo and the Metropolis algorithm. J. Complexity 23(4-6): 673-696 (2007)
	2006
12		Peter Mathé, Sergei V. Pereverzev: The discretized discrepancy principle under general source conditions. J. Complexity 22(3): 371-381 (2006)
	2004
11		Peter Mathé, Gang Wei: Quasi-Monte Carlo integration over Reald. Math. Comput. 73(246): 827-841 (2004)
	2002
10		Peter Mathé, Sergei V. Pereverzev: Direct Estimation of Linear Functionals from Indirect Noisy Observations. J. Complexity 18(2): 500-516 (2002)
9		Fred J. Hickernell, Peter Mathé: 2002 Best Paper Award Committee. J. Complexity 18(3): 681- (2002)
8		Peter Mathé, Sergei V. Pereverzev: Stable Summation of Orthogonal Series with Noisy Coefficients. Journal of Approximation Theory 118(1): 66-80 (2002)
	1998
7		Peter Mathé: Asymptotically Optimal Weighted Numerical Integration. J. Complexity 14(1): 34-48 (1998)
6		Peter Mathé: Relaxation of Product Markov Chains on Product Spaces. J. Complexity 14(3): 319-332 (1998)
	1997
5		Norbert Hofmann, Peter Mathé: On quasi-Monte Carlo simulation of stochastic differential equations. Math. Comput. 66(218): 573-589 (1997)
	1995
4		Peter Mathé: The Optimal Error of Monte Carlo Integration. J. Complexity 11(4): 394-415 (1995)
	1993
3		Peter Mathé: On Optimal Random Nets. J. Complexity 9(1): 171-180 (1993)
	1991
2		Peter Mathé: Random approximation of Sobolev embeddings. J. Complexity 7(3): 261-281 (1991)
	1990
1		Peter Mathé: s-Numbers in information-based complexity. J. Complexity 6(1): 41-66 (1990)

Coauthor Index

1	Fred J. Hickernell	[9]
2	Bernd Hofmann	[14]
3	Norbert Hofmann	[5]
4	Erich Novak	[13]
5	Sergei V. Pereverzev	[8] [10] [12] [15]
6	Gang Wei	[11]

Colors in the list of coauthors