Integration of monotone functions of several variables

DOI10.1006/JCOM.1993.1017zbMath0780.65015OpenAlexW2012372674MaRDI QIDQ1260657

K. Appert

Publication date: 24 August 1993

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcom.1993.1017

zbMATH Keywords

complexityMonte Carlo methodsminimal worst case errorrandomized methodsintegrals of monotone functions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

Related Items (4)

Optimal Recovery of Monotone Operators in Partially Ordered L-Spaces ⋮ Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators ⋮ The difficulty of Monte Carlo approximation of multivariate monotone functions ⋮ The curse of dimensionality for the class of monotone functions and for the class of convex functions

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