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Revision as of 22:20, 1 July 2024

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Infinite-dimensional quadrature and approximation of distributions
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    Infinite-dimensional quadrature and approximation of distributions (English)
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    2 September 2009
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    numerical integration of Lipschitz functional on Banach space
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    average Kolmogorov width
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    Monte Carlo algorithm
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    quadrature
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    Gaussian measures
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    worst case error
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    almost optimal algorithms
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