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Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method - MaRDI portal

Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method (Q500384)

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scientific article; zbMATH DE number 6488361
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English
Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method
scientific article; zbMATH DE number 6488361

    Statements

    Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method (English)
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    2 October 2015
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    \(\mathbf{F}_\psi(\Omega)\) space of random variables
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    condition \(\mathbf{H}\)
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    Monte Carlo method
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    random process
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    improper integral
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