Infinite-Dimensional Monte Carlo Integration

Autor:	Gogi Pantsulaia
Rok vydání:	2016
Předmět:	Strong law Mathematical analysis Monte Carlo integration Type (model theory) Infinite-dimensional Lebesgue measure Finite set Monte Carlo algorithm Mathematics
Zdroj:	Applications of Measure Theory to Statistics ISBN: 9783319455778
DOI:	10.1007/978-3-319-45578-5_2
Popis:	By using the main properties of uniformly distributed sequences of increasing finite sets in infinite-dimensional rectangles in \(R^{\infty }\) described in [P2], an infinite-dimensional Monte Carlo integration is elaborated and the validity of some new strong law type theorems are obtained in this chapter.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1dcad0a95feb1138a723c7ba03667f0a https://doi.org/10.1007/978-3-319-45578-5_2 Zobrazit plný text záznamu