A note on random functions

MaRDI QIDQ2764928zbMATH OpenFDO

Authors Bum Il Hong, Nahmwoo Hahm, Sung Hee Choi

Publication date 11 June 2002

Published in Communications of the Korean Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo methodrandom function generationrandom functionsSimpson's quadratureWiener measureWiener process

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32)

Recommendations

• The Monte Carlo Algorithm with a Pseudorandom Generator
• Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure
• scientific article; zbMATH DE number 3932286
• scientific article; zbMATH DE number 1222159
• Lower bounds for the complexity of Monte Carlo function approximation

Cited in

(1)

• On random arithmetical functions. I

This page was built for publication: A note on random functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2764928)