An application of the theory of spaces \(\mathbf{F}_\psi(\Omega)\) for evaluating multiple integrals by using the Monte Carlo method

DOI10.1090/TPMS/982zbMATH Open1355.65007OpenAlexW2547933799MaRDI QIDQ2817048

Yu. Yu. Mlavets', Yuriy Kozachenko

Publication date: 29 August 2016

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/982

zbMATH Keywords

stochastic processesMonte Carlo methodmultiple integralsmajorant characteristicspaces \(\mathbf{F}_\psi(\Omega)\) of random variables

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• \(F_{\psi}(\Omega)\)-spaces of random variables with exponential function \(\psi\)
• The Banach spaces $\mathbf {F}_\psi (\Omega )$ of random variables
• Probability of large deviations of sums of random processes from Orlicz space

This page was built for publication: An application of the theory of spaces \(\mathbf{F}_\psi(\Omega)\) for evaluating multiple integrals by using the Monte Carlo method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2817048)