On the optimization of approximate integration by Monte Carlo methods
We solve the problem of optimization of monte Carlo methods for approximate integration over an arbitrary absolutely continuous measure. We propose a convenient model of Monte Carlo methods which uses the notion of transition probability.
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| Datum: | 1997 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1997
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5020 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511213004259328 |
|---|---|
| author | Babenko, V. F. Бабенко, В. Ф. Бабенко, В. Ф. |
| author_facet | Babenko, V. F. Бабенко, В. Ф. Бабенко, В. Ф. |
| author_sort | Babenko, V. F. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T21:23:18Z |
| description | We solve the problem of optimization of monte Carlo methods for approximate integration over an arbitrary absolutely continuous measure. We propose a convenient model of Monte Carlo methods which uses the notion of transition probability. |
| first_indexed | 2026-03-24T03:09:19Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5020 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:09:19Z |
| publishDate | 1997 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/4b/d55b6beeab3deb855372c3b7f35bce4b.pdf |
| spelling | umjimathkievua-article-50202020-03-18T21:23:18Z On the optimization of approximate integration by Monte Carlo methods Об оптимизации приближенного интегрирования методами Монте-Карло Babenko, V. F. Бабенко, В. Ф. Бабенко, В. Ф. We solve the problem of optimization of monte Carlo methods for approximate integration over an arbitrary absolutely continuous measure. We propose a convenient model of Monte Carlo methods which uses the notion of transition probability. Розв'язана задача оптимізації методів Монте-Карло наближеного інтегрування за довільною абсолютно неперервною мірою. Запропопована зручна для досліджень такого типу модель методів Монте-Карло, в якій використовується поняття перехідної ймовірності. Institute of Mathematics, NAS of Ukraine 1997-04-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5020 Ukrains’kyi Matematychnyi Zhurnal; Vol. 49 No. 4 (1997); 475–480 Український математичний журнал; Том 49 № 4 (1997); 475–480 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5020/6739 https://umj.imath.kiev.ua/index.php/umj/article/view/5020/6740 Copyright (c) 1997 Babenko V. F. |
| spellingShingle | Babenko, V. F. Бабенко, В. Ф. Бабенко, В. Ф. On the optimization of approximate integration by Monte Carlo methods |
| title | On the optimization of approximate integration by Monte Carlo methods |
| title_alt | Об оптимизации приближенного интегрирования методами Монте-Карло |
| title_full | On the optimization of approximate integration by Monte Carlo methods |
| title_fullStr | On the optimization of approximate integration by Monte Carlo methods |
| title_full_unstemmed | On the optimization of approximate integration by Monte Carlo methods |
| title_short | On the optimization of approximate integration by Monte Carlo methods |
| title_sort | on the optimization of approximate integration by monte carlo methods |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5020 |
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