Random bit quadrature and approximation of distributions on Hilbert spaces (Q1727983): Difference between revisions
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English | Random bit quadrature and approximation of distributions on Hilbert spaces |
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Random bit quadrature and approximation of distributions on Hilbert spaces (English)
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21 February 2019
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Gaussian measures on Hilbert spaces
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integration
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approximation of probability measures
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quantization
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random bits
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multilevel Monte Carlo algorithms
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stochastic differential equations
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