Theory of Probability and Mathematical Statistics
An application of the theory of spaces Fψ(Ω) for evaluating multiple integrals by using the Monte Carlo method
Yu. V. Kozachenko, Yu. Yu. Mlavets
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Abstract: The reliability and accuracy in the space C(T) of the Monte Carlo method for evaluating multiple integrals are established.
Keywords: Spaces Fψ(Ω) of random variables, majorant characteristic, stochastic processes, Monte Carlo method
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