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Stochastic Integration Rules for Infinite Regions - MaRDI portal

Stochastic Integration Rules for Infinite Regions (Q4389250)

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scientific article; zbMATH DE number 1151284
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Stochastic Integration Rules for Infinite Regions
scientific article; zbMATH DE number 1151284

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    Stochastic Integration Rules for Infinite Regions (English)
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    12 May 1998
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    infinite regions
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    multiple integrals
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    statistical computation
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    Monte Carlo methods
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    random number generation
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    quadrature formulae
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    numerical examples
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