Trapezoidal and Simpson's methods with a random design

DOI10.1515/MCMA-2024-2019MaRDI QIDQ6654639zbMATH OpenFDO

Authors Thibaud Kaeshammer, Christian Paroissin, Herna Urmeneta

Publication date 20 December 2024

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/MCMA-2024-2019

zbMATH Keywords

Dirichlet distributionintegrationMonte Carlo methodsnumerical analysisstochastic approximation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

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Cites work

• Convergence of the approximations of an integral by sums of random variables
• Dirichlet and Related Distributions
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 3476465 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• Monte Carlo Methods for Applied Scientists
• On a multivariate gamma distribution
• On the approximation of an integral by a sum of random variables
• Processing simulation output by riemann sums
• SIZE-BIASED PERMUTATION OF DIRICHLET PARTITIONS AND SEARCH-COST DISTRIBUTION
• Tractability of multivariate problems. Volume I: Linear information
• Weighted Monte Carlo Integration

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