An application of the theory of spaces F_() for evaluating multiple integrals by using the Monte Carlo method

DOI10.1090/TPMS/982zbMATH Open1355.65007OpenAlexW2547933799MaRDI QIDQ2817048FDOQ2817048

Authors: Yu. Yu. Mlavets', Yu. V. Kozachenko 

Publication date: 29 August 2016

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/982

zbMATH Keywords

stochastic processesMonte Carlo methodmultiple integralsmajorant characteristicspaces \(\mathbf{F}_\psi(\Omega)\) of random variables

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• Probability of large deviations of sums of random processes from Orlicz space
• The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables
• \(F_{\psi}(\Omega)\)-spaces of random variables with exponential function \(\psi\)

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