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https://dspace.uzhnu.edu.ua/jspui/handle/lib/22305| Title: | Reliability and accuracy in the space Lp(T) for calculation of the integrals depending on a parameter by Monte-Carlo method |
| Authors: | Козаченко, Юрій Васильович Млавець, Юрій Юрійович |
| Keywords: | Fψ(Ω) space of random variables, condition H, Monte Carlo method, random process |
| Issue Date: | 2015 |
| Publisher: | De Gruyter |
| Citation: | Kozachenko Y. V. Reliability and accuracy in the space Lp(T) for calculation of the integrals depending on a parameter by Monte-Carlo method / Yu. V. Kozachenko, Yu. Yu. Mlavets // Monte Carlo Methods Appl. − 2015. − Vol. 21. − P. 233–244. |
| Abstract: | This paper is devoted to the estimation of the accuracy and reliability (in Lp(T) metrics) for the calculation of the improper integrals depending on a parameter t using the Monte Carlo method. For this estimates we use the theory of Fψ(Ω) spaces. |
| Type: | Text |
| Publication type: | Стаття |
| URI: | https://dspace.uzhnu.edu.ua/jspui/handle/lib/22305 |
| ISSN: | 1569-3961 |
| Appears in Collections: | Наукові публікації кафедри кібернетики і прикладної математики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Reliability and accu-racy in the space Lp(T) for calculation of the integrals depending on a parameter by Monte-Carlo method.pdf | 603.38 kB | Adobe PDF | View/Open |
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