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Title: | An application of the theory of spaces Fψ(Ω) for evaluating multiple integrals by using the monte carlo method |
Authors: | Козаченко, Юрій Васильович Млавець, Юрій Юрійович |
Keywords: | Spaces Fψ(Ω) of random variables, majorant characteristic, stochastic processes, Monte Carlo method |
Issue Date: | 2016 |
Publisher: | American Mathematical Society |
Citation: | Kozachenko Y. V. An application of the theory of spaces for evaluating multiple integrals by using the monte carlo method / Yu. V. Kozachenko, Yu. Yu. Mlavets // Theory Probability and Mathematical Statistics. – 2016.– No. 92.– P. 59–69. |
Abstract: | The reliability and accuracy in the space C(T) of the Monte Carlo method for evaluating multiple integrals are established. |
Type: | Text |
Publication type: | Стаття |
URI: | https://dspace.uzhnu.edu.ua/jspui/handle/lib/22401 |
Appears in Collections: | Наукові публікації кафедри кібернетики і прикладної математики |
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An application of the theory of spaces Fψ(Ω) for evaluating multiple integrals by using the monte carlo method.pdf | 211.83 kB | Adobe PDF | View/Open |
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