The sample mean Monte Carlo method for approximate integral using measure theory (Q2739206)
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scientific article; zbMATH DE number 1643612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The sample mean Monte Carlo method for approximate integral using measure theory |
scientific article; zbMATH DE number 1643612 |
Statements
30 April 2002
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convergence in probability
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distribution function
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Monte Carlo method
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The sample mean Monte Carlo method for approximate integral using measure theory (English)
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From the point of measure theory, the authors discuss the sample mean Monte Carlo method for computing the approximate integral on a bounded or unbounded domain in Euclidean space. A condition for the estimation of the square deviation converging to zero is obtained.
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