Computing integrals of discontinuous functions by the method of dependent tests

MaRDI QIDQ1264721zbMATH OpenFDO

Authors M. L. Grigor'eva, E. I. Ostrovskij

Publication date 4 October 1998

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

central limit theoremerror estimatesMonte Carlo methodSkorokhod spaceperiodic controlintegrals of discontinuous functionsmethod of dependent tests

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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• Grand Lebesgue Spaces are really Banach algebras relative to the convolution on unimodular locally compact groups equipped with Haar measure
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