A limit theorem for average dimensions

DOI10.1515/MCMA-2014-0018zbMATH Open1358.11091OpenAlexW2284284139MaRDI QIDQ2516014FDOQ2516014

Authors: B. V. Shukhman, Il'ya Sobol' 

Publication date: 7 August 2015

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2014-0018

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zbMATH Keywords

quasi-Monte Carlosensitivity indexhigh-dimensional integralsaverage dimensionOwen's formula

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

Cited In (6)

• Quasi-Monte Carlo method for solving Fredholm equations
• On average dimensions of particle transport estimators
• QMC integration errors and quasi-asymptotics
• The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral
• Average dimension of shift spaces
• Title not available (Why is that?)

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