Stratified Monte Carlo quadrature for continuous random fields (Q2340296)

Approximation of integrals of random functions is an important problem as it always appears in many research and applied areas, like enviromental and geosciences, communication theory and signal processing. In this paper, a well-important stratified Monte Carlo quadrature for continuous random fields which local behaviour is like a fractional Brownian field is examined in the mean square sense. An upper bound for the approximation accuracy for q.m. continuous fields satisfying Hölder-type conditions is examined. Random fields with an isolated singularity at the origin are studied and sequences of designs eliminating the effect of singularity are constructed.