Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method
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Publication:500384
DOI10.1515/MCMA-2015-0104zbMath1323.65003OpenAlexW2246474777MaRDI QIDQ500384
Yuriy Y. Mlavets, Yuriy Vasil'ovich Kozachenko
Publication date: 2 October 2015
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma-2015-0104
Monte Carlo methodrandom processimproper integral\(\mathbf{F}_\psi(\Omega)\) space of random variablescondition \(\mathbf{H}\)
Monte Carlo methods (65C05) General theory of stochastic processes (60G07) Numerical quadrature and cubature formulas (65D32)
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