Computing integrals of discontinuous functions by the method of dependent tests (Q1264721)
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scientific article; zbMATH DE number 1205695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing integrals of discontinuous functions by the method of dependent tests |
scientific article; zbMATH DE number 1205695 |
Statements
Computing integrals of discontinuous functions by the method of dependent tests (English)
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4 October 1998
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error estimates
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Monte Carlo method
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integrals of discontinuous functions
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method of dependent tests
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central limit theorem
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Skorokhod space
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periodic control
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