A universal algorithm for multivariate integration (Q2407672)
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English | 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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