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

DOI10.1090/TPMS/982MaRDI QIDQ2817048zbMATH OpenOpenAlexFDO

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

majorant characteristicMonte Carlo methodmultiple integralsspaces \(\mathbf{F}_\psi(\Omega)\) of random variablesstochastic processes

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites work

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

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