Computing integrals of discontinuous functions by the method of dependent tests
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Publication:1264721
zbMath0915.65018MaRDI QIDQ1264721
M. L. Grigor'eva, E. I. Ostrovskij
Publication date: 4 October 1998
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
error estimatesMonte Carlo methodcentral limit theoremperiodic controlSkorokhod spaceintegrals of discontinuous functionsmethod of dependent tests
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