Infinite-dimensional quadrature and approximation of distributions (Q839653)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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