Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies

DOI10.1515/mcma-2017-0112zbMath1395.60043OpenAlexW2738308924MaRDI QIDQ2409055

Mircea D. Grigoriu

Publication date: 10 October 2017

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2017-0112

zbMATH Keywords

Monte Carloparametric modelsstochastic dimensionvector-valued random functionsKarhunen-Loève seriesorthonormal systems and bases

Mathematics Subject Classification ID

Gaussian processes (60G15) Monte Carlo methods (65C05)

Related Items

Finite dimensional models for random functions

Cites Work

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