A limit theorem for average dimensions (Q2516014)

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A limit theorem for average dimensions
scientific article

    Statements

    title
    A limit theorem for average dimensions (English)
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    author
    Boris V. Shukhman
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    Ilya M. Sobol'
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    publication date
    7 August 2015
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    zbMATH Keywords
    quasi-Monte Carlo
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    high-dimensional integrals
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    average dimension
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    Owen's formula
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    sensitivity index
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    Identifiers

    Mathematics Subject Classification ID
    11K45
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    65C05
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    65D30
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    65Y20
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    zbMATH DE Number
    6471658
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    OpenAlex ID
    W2284284139
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