On the use of random set theory to bracket the results of Monte Carlo simulations

DOI10.1023/B:REOM.0000015849.35108.9CzbMath1038.65044MaRDI QIDQ1424797

Fulvio Tonon

Publication date: 15 March 2004

Published in: Reliable Computing (Search for Journal in Brave)

zbMATH Keywords

convergencenumerical examplesinterval analysisMonte Carlo simulationsprobability density functioncumulative distribution functionbracketingrandom set theoryfunctional evaluationscalculation of function ranges

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General methods in interval analysis (65G40)

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