A Modified Monte-Carlo Quadrature
From MaRDI portal
Publication:5531434
DOI10.2307/2003589zbMath0152.15103MaRDI QIDQ5531434
Publication date: 1966
Full work available at URL: https://doi.org/10.2307/2003589
65D32: Numerical quadrature and cubature formulas
Related Items
A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$, Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure, Stochastic Quadrature Formulas, An iterative computation of approximations on Korobov-like spaces., On average case errors in numerical analysis, Some large-sample results on a modified Monte Carlo integration method, A combination of Monte Carlo and classical methods for evaluating multiple integrals, The Monte Carlo Algorithm with a Pseudorandom Generator, Quasi-Monte Carlo methods and pseudo-random numbers
Cites Work