The accuracy and reliability of the calculation of integrals by the Monte Carlo method

zbMATH Open1249.60062MaRDI QIDQ2896473FDOQ2896473

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

Publication date: 16 July 2012

Published in: Dopovidi Natsional'noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky (Search for Journal in Brave)

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zbMATH Keywords

reliabilityMonte Carlo methodaccuracyintegral

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General theory of stochastic processes (60G07)

Cited In (16)

• Construction of a Monte-Carlo method for calculating Feynman integrals
• Probability of large deviations of sums of random processes from Orlicz space
• Classroom notes The Monte Carlo technique and definite integrals
• On the approximate calculation of multiple integrals
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• The sample mean Monte Carlo method for approximate integral using measure theory
• Monte Carlo numerical algorithms of double integrals
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• Representativeness of a sample in Monte Carlo method
• The optimal error of Monte Carlo integration
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