Convergence of discrete-stochastic numerical procedures with independent or weakly dependent estimators at grid nodes

DOI10.1016/S0378-3758(99)00081-6zbMATH Open0968.65111MaRDI QIDQ1973296FDOQ1973296

Authors: E. V. Shkarupa, A. V. Vojtishek 

Publication date: 2 September 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

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zbMATH Keywords

Monte Carlo methodserror estimatesconvergence in probabilityC-metric approachconjugate wandering methodpolygon of frequencies methodstochastic-numerical approximation of integral equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

Cites Work

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• On the errors of discretely stochastic procedures in estimating globally the solution of an integral equation of the second kind
• New Monte Carlo methods with estimating derivatives
• Convergence asymptotics of discrete-stochastic numerical methods for global estimation of a solution to an integral equation of the second kind

Cited In (5)

• On numerical stability of randomized projection functional algorithms
• Conditional optimization of the functional computational kernel algorithm for approximating the probability density on the basis of a given sample
• Classification and applications of randomized functional numerical algorithms for the solution of second-kind Fredholm integral equations
• Development and Optimization of Randomized Functional Numerical Methods for Solving the Practically Significant Fredholm Integral Equations of the Second Kind
• Error estimation and optimization for the frequency polygon method in the \(\mathbb{C}\)-metric

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