• DocumentCode
    1947436
  • Title

    Restricted Monte Carlo Integration on Some Multivariate Functions

  • Author

    Ye, Peixin ; He, Qing

  • Author_Institution
    Sch. of Math. Sci., Nankai Univ., Tianjin
  • Volume
    1
  • fYear
    2008
  • fDate
    12-14 Dec. 2008
  • Firstpage
    481
  • Lastpage
    484
  • Abstract
    We study restricted Monte Carlo integration for anisotropic Holder-Nikolskii classes. The results show that with c ldr log2 n random bits we have the same optimal order for the n-th minimal Monte Carlo integration error as with arbitrary random numbers.
  • Keywords
    Monte Carlo methods; integration; number theory; random processes; Monte Carlo integration; anisotropic Holder-Nikolskii classes; arbitrary random numbers; multivariate functions; Anisotropic magnetoresistance; Application software; Computer science; Convergence; Helium; Information processing; Laboratories; Mathematics; Monte Carlo methods; Software engineering;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computer Science and Software Engineering, 2008 International Conference on
  • Conference_Location
    Wuhan, Hubei
  • Print_ISBN
    978-0-7695-3336-0
  • Type

    conf

  • DOI
    10.1109/CSSE.2008.570
  • Filename
    4721791
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1947436