A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$ (Q4452162)
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scientific article; zbMATH DE number 2041059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$ |
scientific article; zbMATH DE number 2041059 |
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A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$ (English)
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12 February 2004
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Monte Carlo algorithm
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multiple integration
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average case error
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randomized algorithm
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weighted integrals
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unbounded domain
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convergence
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random number generators
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numerical results
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