A universal algorithm for multivariate integration (Q2407672)

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A universal algorithm for multivariate integration
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    A universal algorithm for multivariate integration (English)
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    6 October 2017
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    multivariate integration
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    Monte Carlo method
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    randomized Frolov algorithm
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    Sobolev spaces
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    randomized error
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    worst-case error
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    optimal order of convergence
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    quadrature rule
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