Convergence of discrete-stochastic numerical procedures with independent or weakly dependent estimators at grid nodes

DOI10.1016/S0378-3758(99)00081-6zbMath0968.65111MaRDI QIDQ1973296

E. V. Shkarupa, A. V. Voitishek

Publication date: 2 September 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

error estimatesMonte Carlo methodsconvergence in probabilityC-metric approachconjugate wandering methodpolygon of frequencies methodstochastic-numerical approximation of integral equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

Related Items (4)

Development and Optimization of Randomized Functional Numerical Methods for Solving the Practically Significant Fredholm Integral Equations of the Second Kind ⋮ On numerical stability of randomized projection functional algorithms ⋮ Classification and applications of randomized functional numerical algorithms for the solution of second-kind Fredholm integral equations ⋮ Conditional optimization of the functional computational kernel algorithm for approximating the probability density on the basis of a given sample

Cites Work

• New Monte Carlo methods with estimating derivatives
• Convergence asymptotics of discrete-stochastic numerical methods for global estimation of a solution to an integral equation of the second kind
• On the errors of discretely stochastic procedures in estimating globally the solution of an integral equation of the second kind
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