A limit theorem for average dimensions

DOI10.1515/MCMA-2014-0018MaRDI QIDQ2516014zbMATH OpenOpenAlexFDO

Authors B. V. Shukhman, Il'ya Sobol'

Publication date 7 August 2015

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2014-0018

zbMATH Keywords

average dimensionhigh-dimensional integralsOwen's formulaquasi-Monte Carlosensitivity index

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05) Numerical integration (65D30) Complexity and performance of numerical algorithms (65Y20)

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