Random bit quadrature and approximation of distributions on Hilbert spaces (Q1727983): Difference between revisions

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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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