Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method (Q500384): Difference between revisions
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Property / DOI: 10.1515/mcma-2015-0104 / rank | |||
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Property / author: Yuriy Vasil'ovich Kozachenko / rank | |||
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Property / author: Yuriy Vasil'ovich Kozachenko / rank | |||
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Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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Property / Mathematics Subject Classification ID: 60G07 / rank | |||
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Property / Mathematics Subject Classification ID: 65D32 / rank | |||
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Property / zbMATH DE Number: 6488361 / rank | |||
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\(\mathbf{F}_\psi(\Omega)\) space of random variables | |||
Property / zbMATH Keywords: \(\mathbf{F}_\psi(\Omega)\) space of random variables / rank | |||
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condition \(\mathbf{H}\) | |||
Property / zbMATH Keywords: condition \(\mathbf{H}\) / rank | |||
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Monte Carlo method | |||
Property / zbMATH Keywords: Monte Carlo method / rank | |||
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random process | |||
Property / zbMATH Keywords: random process / rank | |||
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improper integral | |||
Property / zbMATH Keywords: improper integral / rank | |||
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Property / full work available at URL: https://doi.org/10.1515/mcma-2015-0104 / rank | |||
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Property / OpenAlex ID: W2246474777 / rank | |||
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Property / DOI: 10.1515/MCMA-2015-0104 / rank | |||
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Latest revision as of 20:32, 9 December 2024
scientific article
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English | Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method |
scientific article |
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Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method (English)
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2 October 2015
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\(\mathbf{F}_\psi(\Omega)\) space of random variables
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condition \(\mathbf{H}\)
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Monte Carlo method
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random process
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improper integral
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