scientific article; zbMATH DE number 3967784

MaRDI QIDQ3734964zbMATH OpenFDO

Authors Erich Novak

Publication date 1985

zbMATH Keywords

cubature formulasMonte Carlo methodmultiple integrals

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Cited in

(8)

• Random bit quadrature and approximation of distributions on Hilbert spaces
• On average case errors in numerical analysis
• Random bit multilevel algorithms for stochastic differential equations
• The accuracy and reliability of the calculation of integrals by the Monte Carlo method
• Monte Carlo Simulation of Numerical Integration
• On the Power of Restricted Monte Carlo Algorithms
• Quantum complexity of integration
• Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms

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