Infinite dimensional integrals beyond Monte Carlo methods: yet another approach to normalized infinite dimensional integrals

DOI10.1088/1742-6596/410/1/012003arXiv1206.3708MaRDI QIDQ6233741FDOQ6233741

Authors: Jean-Pierre Magnot 

Publication date: 16 June 2012

Abstract: An approach to (normalized) infinite dimensional integrals, including normalized oscillatory integrals, through a sequence of evaluations in the spirit of the Monte Carlo method for probability measures is proposed. in this approach the normalization through the partition function is included in the definition. For suitable sequences of evaluations, the ("classical") expectation values of cylinder functions are recovered

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