Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter

zbMath0912.65012MaRDI QIDQ1264625

A. V. Voitishek

Publication date: 7 March 1999

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

convergenceMonte Carlo methodprobability metricsdiscrete-stochastic proceduresnumerical stochastic estimatesparameter dependent integral

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (2)

Monte Carlo complexity of parametric integration ⋮ Exponential bounds for the probability deviations of sums of random fields

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