Tractability of Monte Carlo integration in Hermite spaces

zbMath1439.65031arXiv1502.01166MaRDI QIDQ3186460

Christian Irrgeher

Publication date: 9 August 2016

Full work available at URL: https://arxiv.org/abs/1502.01166

zbMATH Keywords

Monte Carlo integrationtractabilityHermite spaces of analytic functionsHermite spaces of finite smoothness

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30)

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