Stratified Monte Carlo quadrature for continuous random fields

DOI10.1007/s11009-013-9347-6zbMath1344.65006arXiv1104.4920OpenAlexW2160495916MaRDI QIDQ2340296

Oleg Seleznjev, Konrad Abramowicz

Publication date: 16 April 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.4920

zbMATH Keywords

numerical integrationMonte Carlo methodsrandom fieldstratified samplingsampling designfractional Brownian field

Mathematics Subject Classification ID

Random fields (60G60) Monte Carlo methods (65C05) Numerical integration (65D30)

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Uses Software

• spatial

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