Simple Monte Carlo integration with respect to Bernoulli convolutions.

DOI10.1007/S10492-012-0037-4zbMath1274.65003OpenAlexW2070244783MaRDI QIDQ1941784

David M. Gómez, Pablo R. Dartnell

Publication date: 21 March 2013

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/143006

zbMATH Keywords

Monte Carlo integrationBernoulli convolutionempirical measuresbinomial measure

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random measures (60G57) Numerical integration (65D30)

Cites Work

• Unnamed Item
• An efficient and reliable quadrature algorithm for integration with respect to binomial measures
• An introduction to MCMC for machine learning
• A universal result in almost sure central limit theory.
• The Cantor function
• Iterated function systems and the global construction of fractals
• Densities of Self-Similar Measures on the Line

This page was built for publication: Simple Monte Carlo integration with respect to Bernoulli convolutions.